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 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'645 CHF | 486'145 CHF | 99.38% | 99.38% |
15.05.2024 | 0.52% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'354 CHF | 483'854 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 93.90 % | 94.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'643 CHF | 473'942 CHF | 99.38% | 99.38% |
13.05.2024 | 0.52% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'264 CHF | 477'743 CHF | 98.82% | 98.82% |
10.05.2024 | 0.52% | 95.75 % | 96.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'668 CHF | 482'168 CHF | 99.37% | 99.37% |
08.05.2024 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'596 CHF | 480'096 CHF | 99.38% | 99.38% |
07.05.2024 | 0.52% | 95.10 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'218 CHF | 476'669 CHF | 97.38% | 97.38% |
06.05.2024 | 0.52% | 94.50 % | 94.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'191 CHF | 476'646 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'184 CHF | 476'605 CHF | 99.38% | 99.38% |
02.05.2024 | 0.48% | 94.10 % | 94.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'477 CHF | 474'736 CHF | 99.34% | 99.34% |