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 | 0.20% | 99.70 % | 99.90 % | 500'000 | 500'000 | 499'291 | 499'291 | 496'741 CHF | 497'741 CHF | 100.00% | 100.00% |
15.05.2024 | 0.20% | 99.60 % | 99.80 % | 500'000 | 500'000 | 498'311 | 498'311 | 496'127 CHF | 497'126 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 99.40 % | 99.60 % | 500'000 | 500'000 | 499'995 | 499'995 | 497'217 CHF | 498'217 CHF | 98.94% | 98.94% |
13.05.2024 | 0.20% | 99.40 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'027 CHF | 498'027 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 99.50 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'824 CHF | 497'824 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 98.60 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'954 CHF | 492'954 CHF | 98.41% | 98.41% |
07.05.2024 | 0.20% | 98.30 % | 98.50 % | 500'000 | 500'000 | 499'819 | 499'819 | 492'557 CHF | 493'557 CHF | 99.64% | 99.64% |
06.05.2024 | 0.41% | 98.10 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'635 CHF | 491'635 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 97.70 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'679 CHF | 490'419 CHF | 99.99% | 99.99% |
02.05.2024 | 0.20% | 97.70 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'330 CHF | 489'330 CHF | 100.00% | 100.00% |