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 | 0.49% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'969 CHF | 513'469 CHF | 98.98% | 98.98% |
15.05.2024 | 0.49% | 101.54 % | 102.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'115 CHF | 506'615 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 100.67 % | 101.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'259 CHF | 504'759 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 99.46 % | 99.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'119 CHF | 500'619 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.33 % | 100.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'120 CHF | 501'620 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 98.76 % | 99.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'203 CHF | 498'703 CHF | 100.00% | 100.00% |
07.05.2024 | 0.51% | 98.93 % | 99.43 % | 500'000 | 500'000 | 499'961 | 500'000 | 491'557 CHF | 494'095 CHF | 100.00% | 100.00% |
06.05.2024 | 0.52% | 97.33 % | 97.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'650 CHF | 486'150 CHF | 99.99% | 99.99% |
03.05.2024 | 0.52% | 96.07 % | 96.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'394 CHF | 482'894 CHF | 100.00% | 100.00% |
02.05.2024 | 0.52% | 95.22 % | 95.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'130 CHF | 479'630 CHF | 100.00% | 100.00% |