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 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'304 CHF | 497'804 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'852 CHF | 496'352 CHF | 100.00% | 100.00% |
14.05.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'324 CHF | 495'824 CHF | 100.00% | 100.00% |
13.05.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'326 CHF | 495'826 CHF | 99.42% | 99.42% |
10.05.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'703 CHF | 495'203 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'125 CHF | 494'625 CHF | 100.00% | 100.00% |
07.05.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'344 CHF | 493'844 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'909 CHF | 493'409 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'661 CHF | 492'161 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'198 CHF | 492'698 CHF | 100.00% | 100.00% |