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% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'801 CHF | 489'801 CHF | 99.60% | 99.60% |
15.05.2024 | 0.82% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'585 CHF | 487'585 CHF | 99.43% | 99.43% |
14.05.2024 | 0.83% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'169 CHF | 485'169 CHF | 98.94% | 98.94% |
13.05.2024 | 0.83% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'564 CHF | 483'564 CHF | 100.00% | 100.00% |
10.05.2024 | 0.85% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'169 CHF | 474'169 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 93.40 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'360 CHF | 471'360 CHF | 98.15% | 98.15% |
07.05.2024 | 0.85% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'089 CHF | 475'089 CHF | 97.94% | 97.94% |
06.05.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'920 CHF | 477'920 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'100 CHF | 476'100 CHF | 100.00% | 100.00% |
02.05.2024 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'573 CHF | 480'573 CHF | 100.00% | 100.00% |