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 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'219 CHF | 501'219 CHF | 99.50% | 99.50% |
15.05.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'452 CHF | 497'452 CHF | 99.43% | 99.43% |
14.05.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'184 CHF | 495'184 CHF | 98.90% | 98.90% |
13.05.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'806 CHF | 497'806 CHF | 100.00% | 100.00% |
10.05.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'737 CHF | 497'737 CHF | 99.84% | 99.84% |
08.05.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'558 CHF | 494'558 CHF | 97.91% | 97.91% |
07.05.2024 | 0.82% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'620 CHF | 492'620 CHF | 99.46% | 99.46% |
06.05.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'853 CHF | 500'853 CHF | 100.00% | 100.00% |
03.05.2024 | 0.96% | 98.80 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'337 CHF | 498'077 CHF | 100.00% | 100.00% |
02.05.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'727 CHF | 498'727 CHF | 100.00% | 100.00% |