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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'927 CHF | 494'927 CHF | 99.49% | 99.49% |
15.05.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'054 CHF | 492'054 CHF | 99.42% | 99.42% |
14.05.2024 | 0.82% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'653 CHF | 488'653 CHF | 98.89% | 98.89% |
13.05.2024 | 0.83% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'606 CHF | 486'606 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'328 CHF | 476'328 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'711 CHF | 473'711 CHF | 98.15% | 98.15% |
07.05.2024 | 0.84% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'807 CHF | 478'807 CHF | 97.94% | 97.94% |
06.05.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'314 CHF | 482'314 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'086 CHF | 481'086 CHF | 99.99% | 99.99% |
02.05.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'841 CHF | 482'841 CHF | 100.00% | 100.00% |