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% | 99.12 % | 99.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'214 CHF | 498'714 CHF | 98.31% | 98.31% |
15.05.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'242 CHF | 489'742 CHF | 100.00% | 100.00% |
14.05.2024 | 0.52% | 96.53 % | 97.03 % | 500'000 | 500'000 | 500'000 | 499'968 | 481'695 CHF | 484'164 CHF | 99.98% | 99.98% |
13.05.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'017 CHF | 488'517 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 96.65 % | 97.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'953 CHF | 487'453 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 95.71 % | 96.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'786 CHF | 481'286 CHF | 100.00% | 100.00% |
07.05.2024 | 0.53% | 95.39 % | 95.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'502 CHF | 476'002 CHF | 100.00% | 100.00% |
06.05.2024 | 0.53% | 93.98 % | 94.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'198 CHF | 472'698 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 93.38 % | 93.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'705 CHF | 466'205 CHF | 99.98% | 99.98% |
02.05.2024 | 0.53% | 91.75 % | 92.25 % | 500'000 | 500'000 | 500'000 | 499'992 | 468'058 CHF | 470'551 CHF | 100.00% | 100.00% |