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% | 78.95 % | 79.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 397'025 CHF | 399'025 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 79.40 % | 79.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'736 CHF | 402'736 CHF | 99.37% | 99.37% |
14.05.2024 | 0.50% | 79.95 % | 80.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'610 CHF | 397'610 CHF | 99.37% | 99.37% |
13.05.2024 | 0.51% | 79.75 % | 80.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 390'868 CHF | 392'868 CHF | 98.65% | 98.65% |
10.05.2024 | 0.51% | 75.40 % | 75.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 374'541 CHF | 376'472 CHF | 99.37% | 99.37% |
08.05.2024 | 0.47% | 73.90 % | 74.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 370'794 CHF | 372'549 CHF | 99.38% | 99.38% |
07.05.2024 | 0.52% | 75.40 % | 75.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'537 CHF | 380'517 CHF | 98.23% | 98.23% |
06.05.2024 | 0.52% | 76.90 % | 77.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 382'328 CHF | 384'328 CHF | 99.38% | 99.38% |
03.05.2024 | 0.52% | 76.40 % | 76.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 381'905 CHF | 383'905 CHF | 99.37% | 99.37% |
02.05.2024 | 0.51% | 77.45 % | 77.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 388'226 CHF | 390'226 CHF | 99.37% | 99.37% |