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% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'116 CHF | 496'616 CHF | 99.38% | 99.38% |
15.05.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'518 CHF | 496'018 CHF | 98.36% | 98.36% |
14.05.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'500 CHF | 496'000 CHF | 99.37% | 99.37% |
13.05.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'658 CHF | 495'158 CHF | 98.94% | 98.94% |
10.05.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'771 CHF | 495'271 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'210 CHF | 493'710 CHF | 99.36% | 99.36% |
07.05.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'571 CHF | 492'071 CHF | 94.75% | 94.75% |
06.05.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'884 CHF | 493'384 CHF | 99.37% | 99.37% |
03.05.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'569 CHF | 492'069 CHF | 99.38% | 99.38% |
02.05.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'965 CHF | 490'465 CHF | 99.38% | 99.38% |