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 | 0.49% | 91.05 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'418 CHF | 458'668 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 91.60 % | 92.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'361 CHF | 456'611 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 88.70 % | 89.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'613 CHF | 447'863 CHF | 99.37% | 99.37% |
13.05.2024 | 0.50% | 89.60 % | 90.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'471 CHF | 451'721 CHF | 98.82% | 98.82% |
10.05.2024 | 0.49% | 90.50 % | 90.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'527 CHF | 455'777 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 90.05 % | 90.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'761 CHF | 454'011 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 89.95 % | 90.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'607 CHF | 450'857 CHF | 97.35% | 97.35% |
06.05.2024 | 0.50% | 89.40 % | 89.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'772 CHF | 451'022 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 89.80 % | 90.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'778 CHF | 451'028 CHF | 99.37% | 99.37% |
02.05.2024 | 0.50% | 89.05 % | 89.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'160 CHF | 449'410 CHF | 99.34% | 99.34% |