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 | 1.03% | 97.30 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'733 CHF | 489'733 CHF | 99.50% | 99.50% |
15.05.2024 | 0.82% | 96.40 % | 97.20 % | 500'000 | 500'000 | 499'844 | 499'844 | 483'458 CHF | 487'457 CHF | 99.41% | 99.41% |
14.05.2024 | 0.83% | 96.80 % | 97.60 % | 500'000 | 500'000 | 499'807 | 499'807 | 482'083 CHF | 486'082 CHF | 98.88% | 98.88% |
13.05.2024 | 1.05% | 95.70 % | 96.70 % | 500'000 | 500'000 | 499'857 | 499'857 | 475'885 CHF | 480'884 CHF | 100.00% | 100.00% |
10.05.2024 | 1.04% | 95.20 % | 96.20 % | 500'000 | 500'000 | 499'800 | 499'800 | 478'179 CHF | 483'178 CHF | 99.84% | 99.84% |
08.05.2024 | 0.84% | 94.50 % | 95.30 % | 500'000 | 500'000 | 499'946 | 499'946 | 474'931 CHF | 478'930 CHF | 98.15% | 98.15% |
07.05.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 499'945 | 499'945 | 472'980 CHF | 476'979 CHF | 99.42% | 99.42% |
06.05.2024 | 1.06% | 94.20 % | 95.20 % | 500'000 | 500'000 | 499'770 | 499'770 | 469'804 CHF | 474'802 CHF | 100.00% | 100.00% |
03.05.2024 | 1.01% | 94.10 % | 95.10 % | 500'000 | 500'000 | 499'906 | 499'906 | 468'794 CHF | 473'533 CHF | 99.99% | 99.99% |
02.05.2024 | 0.84% | 93.60 % | 94.40 % | 500'000 | 500'000 | 499'876 | 499'876 | 473'273 CHF | 477'273 CHF | 100.00% | 100.00% |