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 | 0.81% | 99.70 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'691 CHF | 501'741 CHF | 99.62% | 99.62% |
15.05.2024 | 0.81% | 100.00 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'281 CHF | 504'331 CHF | 99.41% | 99.41% |
14.05.2024 | 0.80% | 100.30 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'085 CHF | 505'135 CHF | 98.96% | 98.96% |
13.05.2024 | 0.81% | 100.20 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'019 CHF | 505'069 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 100.20 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'079 CHF | 505'129 CHF | 99.84% | 99.84% |
08.05.2024 | 0.81% | 99.70 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'469 CHF | 502'519 CHF | 98.15% | 98.15% |
07.05.2024 | 0.81% | 99.60 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'325 CHF | 502'371 CHF | 99.52% | 99.52% |
06.05.2024 | 0.81% | 99.70 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'971 CHF | 502'021 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 99.30 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'498 CHF | 500'540 CHF | 100.00% | 100.00% |
02.05.2024 | 0.81% | 98.90 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'758 CHF | 498'805 CHF | 100.00% | 100.00% |