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 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'183 CHF | 499'683 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'843 CHF | 496'343 CHF | 99.38% | 99.38% |
14.05.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'202 CHF | 494'702 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'535 CHF | 492'035 CHF | 98.82% | 98.82% |
10.05.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'010 CHF | 491'510 CHF | 99.36% | 99.36% |
08.05.2024 | 0.51% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'114 CHF | 488'614 CHF | 99.38% | 99.38% |
07.05.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'866 CHF | 488'366 CHF | 97.35% | 97.35% |
06.05.2024 | 0.51% | 96.95 % | 97.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'323 CHF | 490'823 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'039 CHF | 494'539 CHF | 99.38% | 99.38% |
02.05.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'302 CHF | 489'802 CHF | 99.33% | 99.33% |