Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.32% | 96.40 % | 96.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'207 CHF | 484'768 CHF | 100.00% | 100.00% |
22.05.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'841 CHF | 490'341 CHF | 100.00% | 100.00% |
21.05.2024 | 0.32% | 96.30 % | 96.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'612 CHF | 482'162 CHF | 97.17% | 97.17% |
17.05.2024 | 0.32% | 96.50 % | 96.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'023 CHF | 483'573 CHF | 100.00% | 100.00% |
16.05.2024 | 0.32% | 96.80 % | 97.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'992 CHF | 484'542 CHF | 99.39% | 99.39% |
15.05.2024 | 0.32% | 96.70 % | 97.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'720 CHF | 484'270 CHF | 99.44% | 99.44% |
14.05.2024 | 0.32% | 97.50 % | 97.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'157 CHF | 487'707 CHF | 98.96% | 98.96% |
13.05.2024 | 0.32% | 95.90 % | 96.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'862 CHF | 482'412 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 96.00 % | 96.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'272 CHF | 480'822 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 95.50 % | 95.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'047 CHF | 476'016 CHF | 98.12% | 98.12% |