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 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'018 CHF | 496'568 CHF | 99.14% | 99.14% |
15.05.2024 | 0.31% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'552 CHF | 496'102 CHF | 99.42% | 99.42% |
14.05.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'575 CHF | 496'125 CHF | 98.90% | 98.90% |
13.05.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'170 CHF | 495'720 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'212 CHF | 496'762 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 98.60 % | 98.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'093 CHF | 494'643 CHF | 98.00% | 98.00% |
07.05.2024 | 0.31% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'566 CHF | 496'112 CHF | 99.44% | 99.44% |
06.05.2024 | 0.32% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'792 CHF | 492'342 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 97.50 % | 97.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'507 CHF | 492'050 CHF | 99.99% | 99.99% |
02.05.2024 | 0.32% | 97.10 % | 97.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'261 CHF | 487'808 CHF | 100.00% | 100.00% |