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 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'344 CHF | 487'844 CHF | 99.38% | 99.38% |
15.05.2024 | 0.52% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'068 CHF | 483'568 CHF | 99.38% | 99.38% |
14.05.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 499'971 | 477'327 CHF | 479'800 CHF | 99.38% | 99.38% |
13.05.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'036 CHF | 483'536 CHF | 98.83% | 98.83% |
10.05.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'950 CHF | 484'450 CHF | 99.37% | 99.37% |
08.05.2024 | 0.52% | 95.95 % | 96.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'322 CHF | 480'822 CHF | 99.38% | 99.38% |
07.05.2024 | 0.48% | 95.05 % | 95.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'739 CHF | 475'031 CHF | 97.35% | 97.35% |
06.05.2024 | 0.51% | 94.55 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'596 CHF | 477'012 CHF | 99.38% | 99.38% |
03.05.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'973 CHF | 473'224 CHF | 99.38% | 99.38% |
02.05.2024 | 0.48% | 93.45 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'840 CHF | 469'090 CHF | 99.34% | 99.34% |