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 | 0.52% | 95.05 % | 95.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'064 CHF | 477'564 CHF | 99.37% | 99.37% |
15.05.2024 | 0.52% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'477 CHF | 479'977 CHF | 99.38% | 99.38% |
14.05.2024 | 0.52% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'600 CHF | 479'100 CHF | 99.38% | 99.38% |
13.05.2024 | 0.52% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'263 CHF | 480'763 CHF | 98.82% | 98.82% |
10.05.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'070 CHF | 477'570 CHF | 99.38% | 99.38% |
08.05.2024 | 0.48% | 94.25 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'539 CHF | 473'789 CHF | 99.38% | 99.38% |
07.05.2024 | 0.48% | 94.20 % | 94.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'666 CHF | 472'916 CHF | 97.35% | 97.35% |
06.05.2024 | 0.48% | 94.00 % | 94.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'555 CHF | 472'805 CHF | 99.38% | 99.38% |
03.05.2024 | 0.48% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'703 CHF | 470'953 CHF | 99.38% | 99.38% |
02.05.2024 | 0.48% | 93.65 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'335 CHF | 469'585 CHF | 99.34% | 99.34% |