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% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'332 CHF | 508'832 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'826 CHF | 502'326 CHF | 98.35% | 98.35% |
14.05.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'013 CHF | 498'513 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'358 CHF | 501'858 CHF | 98.94% | 98.94% |
10.05.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'692 CHF | 501'192 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'131 CHF | 497'631 CHF | 99.36% | 99.36% |
07.05.2024 | 0.51% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'156 CHF | 495'656 CHF | 94.75% | 94.75% |
06.05.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'217 CHF | 493'717 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'236 CHF | 489'736 CHF | 99.37% | 99.37% |
02.05.2024 | 0.51% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'732 CHF | 492'232 CHF | 99.38% | 99.38% |