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 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'621 CHF | 497'621 CHF | 99.01% | 99.01% |
15.05.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'131 CHF | 497'131 CHF | 99.20% | 99.20% |
14.05.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 499'916 | 499'916 | 495'667 CHF | 499'667 CHF | 98.92% | 98.92% |
13.05.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 499'946 | 499'946 | 495'230 CHF | 499'229 CHF | 99.83% | 99.83% |
10.05.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'448 CHF | 498'448 CHF | 99.53% | 99.53% |
08.05.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'891 CHF | 496'891 CHF | 96.90% | 96.90% |
07.05.2024 | 0.82% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'307 CHF | 492'307 CHF | 99.15% | 99.15% |
06.05.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 499'973 | 499'973 | 493'135 CHF | 497'135 CHF | 99.08% | 99.08% |
03.05.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 499'886 | 499'886 | 491'175 CHF | 495'174 CHF | 99.44% | 99.44% |
02.05.2024 | 0.82% | 98.50 % | 99.30 % | 500'000 | 500'000 | 498'748 | 498'748 | 486'621 CHF | 490'616 CHF | 99.73% | 99.73% |