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 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'018 CHF | 492'518 CHF | 100.00% | 100.00% |
15.05.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'212 CHF | 494'712 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'844 CHF | 496'344 CHF | 99.93% | 99.93% |
13.05.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'410 CHF | 491'910 CHF | 99.42% | 99.42% |
10.05.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'855 CHF | 490'355 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 499'998 | 485'509 CHF | 488'007 CHF | 100.00% | 100.00% |
07.05.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'090 CHF | 490'590 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'373 CHF | 488'873 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 499'997 | 483'542 CHF | 486'040 CHF | 100.00% | 100.00% |
02.05.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'257 CHF | 483'757 CHF | 100.00% | 100.00% |