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% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'244 CHF | 498'744 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 499'995 | 494'789 CHF | 497'284 CHF | 98.35% | 98.35% |
14.05.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'928 CHF | 497'428 CHF | 99.37% | 99.37% |
13.05.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'473 CHF | 496'973 CHF | 98.94% | 98.94% |
10.05.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'038 CHF | 495'538 CHF | 99.38% | 99.38% |
08.05.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 499'941 | 500'000 | 486'588 CHF | 489'145 CHF | 99.36% | 99.36% |
07.05.2024 | 0.52% | 95.95 % | 96.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'899 CHF | 478'365 CHF | 94.74% | 94.74% |
06.05.2024 | 0.52% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'445 CHF | 482'942 CHF | 99.37% | 99.37% |
03.05.2024 | 0.52% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'638 CHF | 480'138 CHF | 99.38% | 99.38% |
02.05.2024 | 0.51% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'073 CHF | 477'519 CHF | 99.38% | 99.38% |