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 | 0.49% | 91.95 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'385 CHF | 460'635 CHF | 99.37% | 99.37% |
16.05.2024 | 0.49% | 91.90 % | 92.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'202 CHF | 461'452 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 92.30 % | 92.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'827 CHF | 464'077 CHF | 98.35% | 98.35% |
14.05.2024 | 0.49% | 92.20 % | 92.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'256 CHF | 464'506 CHF | 99.37% | 99.37% |
13.05.2024 | 0.49% | 92.70 % | 93.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'976 CHF | 464'226 CHF | 98.94% | 98.94% |
10.05.2024 | 0.48% | 92.80 % | 93.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'587 CHF | 465'837 CHF | 99.37% | 99.37% |
08.05.2024 | 0.48% | 92.55 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'922 CHF | 466'172 CHF | 99.36% | 99.36% |
07.05.2024 | 0.49% | 92.80 % | 93.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'000 CHF | 464'250 CHF | 94.78% | 94.78% |
06.05.2024 | 0.49% | 91.45 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'035 CHF | 459'285 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 91.35 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'026 CHF | 460'276 CHF | 99.37% | 99.37% |