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 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'476 CHF | 494'026 CHF | 100.00% | 100.00% |
16.05.2024 | 0.32% | 98.30 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'785 CHF | 492'335 CHF | 99.60% | 99.60% |
15.05.2024 | 0.31% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'964 CHF | 493'514 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'855 CHF | 494'405 CHF | 98.93% | 98.93% |
13.05.2024 | 0.31% | 98.60 % | 98.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'211 CHF | 495'761 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'051 CHF | 495'601 CHF | 100.00% | 100.00% |
08.05.2024 | 0.32% | 97.40 % | 97.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'207 CHF | 488'757 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 97.90 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'105 CHF | 491'651 CHF | 99.42% | 99.42% |
06.05.2024 | 0.32% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'687 CHF | 492'237 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 97.80 % | 98.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'577 CHF | 489'119 CHF | 99.99% | 99.99% |