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 | 0.31% | 98.40 % | 98.70 % | 500'000 | 500'000 | 494'941 | 494'941 | 489'540 CHF | 491'027 CHF | 99.44% | 99.44% |
15.05.2024 | 0.31% | 99.00 % | 99.30 % | 500'000 | 500'000 | 494'941 | 494'941 | 488'319 CHF | 489'807 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 98.90 % | 99.20 % | 500'000 | 500'000 | 494'915 | 494'915 | 491'664 CHF | 493'151 CHF | 98.93% | 98.93% |
13.05.2024 | 0.31% | 98.80 % | 99.10 % | 500'000 | 500'000 | 494'970 | 494'970 | 487'504 CHF | 488'991 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 98.10 % | 98.40 % | 500'000 | 500'000 | 494'970 | 494'970 | 486'924 CHF | 488'412 CHF | 100.00% | 100.00% |
08.05.2024 | 0.32% | 97.60 % | 97.90 % | 500'000 | 500'000 | 494'867 | 494'867 | 482'934 CHF | 484'422 CHF | 98.00% | 98.00% |
07.05.2024 | 0.32% | 98.10 % | 98.40 % | 500'000 | 500'000 | 494'946 | 494'946 | 482'211 CHF | 483'698 CHF | 99.54% | 99.54% |
06.05.2024 | 0.32% | 96.70 % | 97.00 % | 500'000 | 500'000 | 494'970 | 494'970 | 479'532 CHF | 481'019 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 96.50 % | 96.80 % | 500'000 | 500'000 | 494'969 | 494'969 | 477'777 CHF | 479'264 CHF | 100.00% | 100.00% |
02.05.2024 | 0.32% | 97.10 % | 97.40 % | 500'000 | 500'000 | 494'969 | 494'969 | 483'327 CHF | 484'815 CHF | 100.00% | 100.00% |