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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.32% | 94.70 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'755 CHF | 476'255 CHF | 100.00% | 100.00% |
28.05.2024 | 0.32% | 94.90 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'242 CHF | 475'742 CHF | 100.00% | 100.00% |
27.05.2024 | 0.31% | 95.20 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'502 CHF | 477'002 CHF | 97.57% | 97.57% |
24.05.2024 | 0.31% | 96.10 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'076 CHF | 482'576 CHF | 100.00% | 100.00% |
23.05.2024 | 0.32% | 96.20 % | 96.50 % | 500'000 | 500'000 | 499'739 | 499'739 | 473'240 CHF | 474'753 CHF | 100.00% | 100.00% |
22.05.2024 | 0.53% | 94.70 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'530 CHF | 476'030 CHF | 100.00% | 100.00% |
21.05.2024 | 0.32% | 95.20 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'264 CHF | 475'764 CHF | 96.66% | 96.66% |
17.05.2024 | 0.31% | 94.70 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'560 CHF | 477'060 CHF | 100.00% | 100.00% |
16.05.2024 | 0.32% | 95.20 % | 95.50 % | 500'000 | 500'000 | 499'736 | 499'736 | 474'355 CHF | 475'855 CHF | 99.29% | 99.29% |
15.05.2024 | 0.31% | 96.00 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'061 CHF | 479'561 CHF | 99.43% | 99.43% |