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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.53% | 93.72 % | 94.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'792 CHF | 472'292 CHF | 81.13% | 81.13% |
22.05.2024 | 0.54% | 93.38 % | 93.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'480 CHF | 466'980 CHF | 44.70% | 44.70% |
21.05.2024 | 0.53% | 93.40 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'736 CHF | 469'236 CHF | 79.30% | 79.30% |
17.05.2024 | 0.54% | 92.61 % | 93.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'684 CHF | 462'184 CHF | 76.89% | 76.89% |
16.05.2024 | 0.54% | 92.75 % | 93.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'815 CHF | 468'315 CHF | 98.31% | 98.31% |
15.05.2024 | 0.53% | 92.95 % | 93.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'010 CHF | 470'510 CHF | 97.53% | 97.53% |
14.05.2024 | 0.53% | 93.49 % | 93.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'281 CHF | 468'781 CHF | 16.38% | 16.38% |
13.05.2024 | 0.54% | 93.28 % | 93.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'839 CHF | 463'339 CHF | 87.03% | 87.03% |
10.05.2024 | 0.56% | 89.54 % | 90.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'647 CHF | 448'147 CHF | 100.00% | 100.00% |
08.05.2024 | 0.56% | 88.90 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'395 CHF | 447'895 CHF | 100.00% | 100.00% |