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 | 0.82% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'976 CHF | 491'976 CHF | 99.50% | 99.50% |
15.05.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'437 CHF | 493'437 CHF | 99.42% | 99.42% |
14.05.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'338 CHF | 492'338 CHF | 98.91% | 98.91% |
13.05.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'021 CHF | 492'021 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'122 CHF | 492'122 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'473 CHF | 483'473 CHF | 98.15% | 98.15% |
07.05.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'118 CHF | 485'118 CHF | 99.44% | 99.44% |
06.05.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'156 CHF | 478'156 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'325 CHF | 476'325 CHF | 100.00% | 100.00% |
02.05.2024 | 0.84% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'632 CHF | 475'632 CHF | 99.99% | 99.99% |