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 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'915 CHF | 490'415 CHF | 99.37% | 99.37% |
16.05.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'836 CHF | 489'336 CHF | 99.37% | 99.37% |
15.05.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'755 CHF | 491'255 CHF | 99.38% | 99.38% |
14.05.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'301 CHF | 489'801 CHF | 99.37% | 99.37% |
13.05.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'120 CHF | 491'620 CHF | 98.82% | 98.82% |
10.05.2024 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'245 CHF | 487'745 CHF | 99.37% | 99.37% |
08.05.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'399 CHF | 481'899 CHF | 99.38% | 99.38% |
07.05.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'521 CHF | 480'021 CHF | 97.39% | 97.39% |
06.05.2024 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 499'984 | 476'341 CHF | 478'822 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 94.75 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'492 CHF | 475'857 CHF | 99.38% | 99.38% |