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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.50% | 88.90 % | 89.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'277 CHF | 448'527 CHF | 99.38% | 99.38% |
22.05.2024 | 0.50% | 90.30 % | 90.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'899 CHF | 453'149 CHF | 99.37% | 99.37% |
21.05.2024 | 0.49% | 90.70 % | 91.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'411 CHF | 456'661 CHF | 99.25% | 99.25% |
17.05.2024 | 0.49% | 91.45 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'999 CHF | 458'249 CHF | 99.37% | 99.37% |
16.05.2024 | 0.49% | 90.75 % | 91.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'831 CHF | 456'081 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 90.75 % | 91.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'526 CHF | 452'776 CHF | 98.35% | 98.35% |
14.05.2024 | 0.50% | 90.25 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'180 CHF | 454'430 CHF | 99.37% | 99.37% |
13.05.2024 | 0.50% | 90.25 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'204 CHF | 454'454 CHF | 98.95% | 98.95% |
10.05.2024 | 0.50% | 90.40 % | 90.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'592 CHF | 452'842 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 89.40 % | 89.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'070 CHF | 446'320 CHF | 99.36% | 99.36% |