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 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'603 CHF | 496'103 CHF | 100.00% | 100.00% |
16.05.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'513 CHF | 496'013 CHF | 100.00% | 100.00% |
15.05.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'104 CHF | 494'604 CHF | 100.00% | 100.00% |
14.05.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'870 CHF | 494'370 CHF | 100.00% | 100.00% |
13.05.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'733 CHF | 494'233 CHF | 99.42% | 99.42% |
10.05.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'567 CHF | 494'067 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'246 CHF | 493'746 CHF | 100.00% | 100.00% |
07.05.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'592 CHF | 493'092 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'915 CHF | 492'415 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'855 CHF | 491'355 CHF | 99.92% | 99.92% |