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 | 0.34% | 87.90 % | 88.20 % | 500'000 | 500'000 | 499'737 | 499'737 | 441'228 CHF | 442'728 CHF | 99.18% | 99.18% |
15.05.2024 | 0.34% | 88.30 % | 88.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'636 CHF | 445'136 CHF | 99.42% | 99.42% |
14.05.2024 | 0.34% | 88.90 % | 89.20 % | 500'000 | 500'000 | 499'468 | 499'468 | 438'524 CHF | 440'025 CHF | 98.91% | 98.91% |
13.05.2024 | 0.34% | 86.40 % | 86.70 % | 500'000 | 500'000 | 499'739 | 499'739 | 442'723 CHF | 444'223 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 89.20 % | 89.50 % | 500'000 | 500'000 | 499'738 | 499'738 | 449'770 CHF | 451'270 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 89.30 % | 89.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'428 CHF | 449'928 CHF | 86.67% | 86.67% |
07.05.2024 | 0.34% | 89.90 % | 90.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'175 CHF | 447'675 CHF | 98.17% | 98.17% |
06.05.2024 | 0.34% | 89.10 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'109 CHF | 447'609 CHF | 100.00% | 100.00% |
03.05.2024 | 0.34% | 89.00 % | 89.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'678 CHF | 445'178 CHF | 93.08% | 93.08% |
02.05.2024 | 0.33% | 87.20 % | 87.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'121 CHF | 454'621 CHF | 90.07% | 90.07% |