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 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'299 CHF | 486'299 CHF | 99.64% | 99.64% |
15.05.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'233 CHF | 481'233 CHF | 99.43% | 99.43% |
14.05.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'873 CHF | 476'873 CHF | 98.97% | 98.97% |
13.05.2024 | 0.84% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'614 CHF | 480'614 CHF | 100.00% | 100.00% |
10.05.2024 | 0.85% | 93.70 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'390 CHF | 472'390 CHF | 99.84% | 99.84% |
08.05.2024 | 0.86% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'602 CHF | 469'602 CHF | 98.26% | 98.26% |
07.05.2024 | 0.85% | 93.90 % | 94.70 % | 500'000 | 500'000 | 500'000 | 499'857 | 467'997 CHF | 471'863 CHF | 99.43% | 99.43% |
06.05.2024 | 0.87% | 91.00 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'352 CHF | 459'352 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 92.10 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'472 CHF | 466'472 CHF | 98.12% | 98.12% |
02.05.2024 | 0.86% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 499'992 | 462'479 CHF | 466'471 CHF | 99.75% | 99.75% |