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 | 0.51% | 98.32 % | 98.82 % | 500'000 | 500'000 | 500'000 | 499'997 | 491'736 CHF | 494'233 CHF | 100.00% | 100.00% |
15.05.2024 | 0.51% | 98.06 % | 98.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'992 CHF | 491'492 CHF | 100.00% | 100.00% |
14.05.2024 | 0.51% | 97.49 % | 97.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'717 CHF | 488'217 CHF | 100.00% | 100.00% |
13.05.2024 | 0.52% | 96.88 % | 97.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'202 CHF | 485'702 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 96.54 % | 97.04 % | 500'000 | 500'000 | 500'000 | 499'999 | 483'596 CHF | 486'096 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 96.53 % | 97.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'082 CHF | 484'582 CHF | 100.00% | 100.00% |
07.05.2024 | 0.52% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'149 CHF | 482'649 CHF | 100.00% | 100.00% |
06.05.2024 | 0.52% | 95.78 % | 96.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'589 CHF | 481'089 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 95.17 % | 95.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'274 CHF | 478'774 CHF | 100.00% | 100.00% |
02.05.2024 | 0.52% | 95.24 % | 95.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'347 CHF | 478'847 CHF | 99.99% | 99.99% |