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 | 0.59% | 84.07 % | 84.57 % | 500'000 | 500'000 | 500'000 | 499'996 | 419'564 CHF | 422'061 CHF | 100.00% | 100.00% |
15.05.2024 | 0.59% | 84.82 % | 85.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'101 CHF | 424'601 CHF | 100.00% | 100.00% |
14.05.2024 | 0.59% | 84.40 % | 84.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'736 CHF | 425'236 CHF | 100.00% | 100.00% |
13.05.2024 | 0.60% | 83.20 % | 83.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'607 CHF | 417'107 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 82.59 % | 83.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'228 CHF | 413'728 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 81.78 % | 82.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'935 CHF | 411'435 CHF | 100.00% | 100.00% |
07.05.2024 | 0.61% | 81.85 % | 82.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 409'691 CHF | 412'191 CHF | 95.07% | 95.07% |
06.05.2024 | 0.61% | 81.48 % | 81.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'170 CHF | 412'670 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 81.84 % | 82.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'113 CHF | 412'613 CHF | 100.00% | 100.00% |
02.05.2024 | 0.61% | 81.37 % | 81.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'064 CHF | 409'564 CHF | 100.00% | 100.00% |