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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'840 CHF | 495'340 CHF | 99.36% | 99.36% |
23.05.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'083 CHF | 497'583 CHF | 99.35% | 99.35% |
22.05.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'129 CHF | 496'629 CHF | 98.56% | 98.56% |
21.05.2024 | 0.50% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'188 CHF | 496'688 CHF | 99.27% | 99.27% |
17.05.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'231 CHF | 497'731 CHF | 99.37% | 99.37% |
16.05.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'600 CHF | 499'100 CHF | 99.37% | 99.37% |
15.05.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'085 CHF | 497'585 CHF | 99.38% | 99.38% |
14.05.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'410 CHF | 495'910 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'906 CHF | 494'406 CHF | 98.83% | 98.83% |
10.05.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'823 CHF | 494'323 CHF | 99.37% | 99.37% |