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 | 0.60% | 98.97 % | 99.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'977 CHF | 497'977 CHF | 100.00% | 100.00% |
15.05.2024 | 0.61% | 98.79 % | 99.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'862 CHF | 496'862 CHF | 100.00% | 100.00% |
14.05.2024 | 0.61% | 98.74 % | 99.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'909 CHF | 496'909 CHF | 100.00% | 100.00% |
13.05.2024 | 0.60% | 98.82 % | 99.42 % | 500'000 | 500'000 | 499'958 | 500'000 | 494'473 CHF | 497'515 CHF | 100.00% | 100.00% |
10.05.2024 | 0.60% | 98.96 % | 99.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'052 CHF | 498'052 CHF | 100.00% | 100.00% |
08.05.2024 | 0.60% | 98.98 % | 99.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'925 CHF | 497'925 CHF | 100.00% | 100.00% |
07.05.2024 | 0.60% | 98.94 % | 99.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'870 CHF | 497'870 CHF | 100.00% | 100.00% |
06.05.2024 | 0.60% | 98.94 % | 99.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'636 CHF | 497'636 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 98.81 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'210 CHF | 497'210 CHF | 100.00% | 100.00% |
02.05.2024 | 0.61% | 98.66 % | 99.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'591 CHF | 496'591 CHF | 100.00% | 100.00% |