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 | 0.40% | 100.90 % | 101.30 % | 500'000 | 500'000 | 499'302 | 499'302 | 504'754 CHF | 506'752 CHF | 100.00% | 100.00% |
15.05.2024 | 0.42% | 96.80 % | 97.20 % | 500'000 | 500'000 | 498'367 | 498'367 | 480'503 CHF | 482'498 CHF | 100.00% | 100.00% |
14.05.2024 | 0.42% | 95.10 % | 95.50 % | 500'000 | 500'000 | 499'995 | 499'995 | 473'355 CHF | 475'355 CHF | 98.93% | 98.93% |
13.05.2024 | 0.41% | 96.90 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'650 CHF | 483'650 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 95.70 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'992 CHF | 481'992 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 94.10 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'465 CHF | 472'465 CHF | 98.03% | 98.03% |
07.05.2024 | 0.43% | 93.90 % | 94.30 % | 500'000 | 500'000 | 499'917 | 499'917 | 465'888 CHF | 467'888 CHF | 99.48% | 99.48% |
06.05.2024 | 0.43% | 92.60 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'623 CHF | 463'623 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 91.70 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'079 CHF | 457'079 CHF | 99.95% | 99.95% |
02.05.2024 | 0.43% | 90.20 % | 90.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'375 CHF | 463'375 CHF | 99.99% | 99.99% |