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 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'000 CHF | 490'000 CHF | 99.63% | 99.63% |
15.05.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'687 CHF | 488'687 CHF | 99.42% | 99.42% |
14.05.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'669 CHF | 482'669 CHF | 98.94% | 98.94% |
13.05.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'819 CHF | 484'819 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'402 CHF | 483'402 CHF | 99.84% | 99.84% |
08.05.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'619 CHF | 479'619 CHF | 98.26% | 98.26% |
07.05.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'392 CHF | 477'392 CHF | 99.42% | 99.42% |
06.05.2024 | 0.84% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'626 CHF | 476'626 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 94.10 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'185 CHF | 475'185 CHF | 100.00% | 100.00% |
02.05.2024 | 0.84% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'608 CHF | 477'608 CHF | 100.00% | 100.00% |