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 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'002 CHF | 500'502 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'648 CHF | 500'148 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'825 CHF | 499'325 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'540 CHF | 499'040 CHF | 98.82% | 98.82% |
10.05.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'909 CHF | 497'409 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'391 CHF | 493'891 CHF | 99.38% | 99.38% |
07.05.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'398 CHF | 488'898 CHF | 97.39% | 97.39% |
06.05.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'341 CHF | 488'841 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'030 CHF | 488'530 CHF | 99.38% | 99.38% |
02.05.2024 | 0.51% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'774 CHF | 487'274 CHF | 99.34% | 99.34% |