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 | 0.51% | 96.95 % | 97.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'155 CHF | 488'655 CHF | 99.38% | 99.38% |
15.05.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'328 CHF | 490'828 CHF | 98.97% | 98.97% |
14.05.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'292 CHF | 491'792 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'534 CHF | 491'034 CHF | 98.82% | 98.82% |
10.05.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'689 CHF | 486'189 CHF | 99.20% | 99.20% |
08.05.2024 | 0.50% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'150 CHF | 475'506 CHF | 99.05% | 99.05% |
07.05.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'988 CHF | 482'488 CHF | 97.39% | 97.39% |
06.05.2024 | 0.52% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'513 CHF | 480'013 CHF | 99.38% | 99.38% |
03.05.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'672 CHF | 482'172 CHF | 99.37% | 99.37% |
02.05.2024 | 0.48% | 93.65 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'029 CHF | 467'279 CHF | 99.33% | 99.33% |