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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.50% | 69.50 % | 69.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 347'426 CHF | 349'176 CHF | 99.22% | 99.22% |
16.05.2024 | 0.50% | 69.60 % | 69.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 346'134 CHF | 347'884 CHF | 99.37% | 99.37% |
15.05.2024 | 0.51% | 68.85 % | 69.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 345'101 CHF | 346'851 CHF | 99.37% | 99.37% |
14.05.2024 | 0.51% | 69.50 % | 69.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 341'947 CHF | 343'697 CHF | 99.38% | 99.38% |
13.05.2024 | 0.52% | 66.25 % | 66.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 333'949 CHF | 335'699 CHF | 98.65% | 98.65% |
10.05.2024 | 0.53% | 66.25 % | 66.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 332'359 CHF | 334'109 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 65.05 % | 65.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 322'832 CHF | 324'430 CHF | 99.37% | 99.37% |
07.05.2024 | 0.53% | 65.05 % | 65.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 327'066 CHF | 328'815 CHF | 99.38% | 99.38% |
06.05.2024 | 0.47% | 64.80 % | 65.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 322'813 CHF | 324'321 CHF | 99.38% | 99.38% |
03.05.2024 | 0.48% | 64.90 % | 65.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 321'752 CHF | 323'310 CHF | 99.38% | 99.38% |