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 | 0.86% | 92.90 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'977 CHF | 467'977 CHF | 99.73% | 99.73% |
15.05.2024 | 0.85% | 93.60 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'937 CHF | 469'937 CHF | 99.44% | 99.44% |
14.05.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'567 CHF | 477'567 CHF | 98.97% | 98.97% |
13.05.2024 | 0.85% | 93.40 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'381 CHF | 474'381 CHF | 100.00% | 100.00% |
10.05.2024 | 0.85% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'375 CHF | 472'375 CHF | 99.84% | 99.84% |
08.05.2024 | 0.86% | 92.70 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'589 CHF | 468'589 CHF | 98.13% | 98.13% |
07.05.2024 | 0.85% | 93.70 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'086 CHF | 471'086 CHF | 99.44% | 99.44% |
06.05.2024 | 0.86% | 92.30 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'832 CHF | 467'832 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 92.50 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'753 CHF | 467'753 CHF | 100.00% | 100.00% |
02.05.2024 | 0.86% | 92.70 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'888 CHF | 467'888 CHF | 100.00% | 100.00% |