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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'450 CHF | 492'950 CHF | 99.36% | 99.36% |
13.06.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'093 CHF | 495'593 CHF | 99.17% | 99.17% |
12.06.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'200 CHF | 498'700 CHF | 99.37% | 99.37% |
11.06.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'706 CHF | 498'206 CHF | 99.38% | 99.38% |
10.06.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'936 CHF | 498'436 CHF | 99.38% | 99.38% |
07.06.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'329 CHF | 498'829 CHF | 99.16% | 99.16% |
05.06.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'937 CHF | 498'437 CHF | 99.34% | 99.34% |
04.06.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'598 CHF | 498'098 CHF | 98.95% | 98.95% |
03.06.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'258 CHF | 499'758 CHF | 99.38% | 99.38% |
31.05.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'898 CHF | 500'398 CHF | 99.38% | 99.38% |