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 | 0.32% | 96.80 % | 97.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'992 CHF | 484'542 CHF | 99.39% | 99.39% |
15.05.2024 | 0.32% | 96.70 % | 97.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'720 CHF | 484'270 CHF | 99.44% | 99.44% |
14.05.2024 | 0.32% | 97.50 % | 97.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'157 CHF | 487'707 CHF | 98.96% | 98.96% |
13.05.2024 | 0.32% | 95.90 % | 96.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'862 CHF | 482'412 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 96.00 % | 96.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'272 CHF | 480'822 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 95.50 % | 95.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'047 CHF | 476'016 CHF | 98.12% | 98.12% |
07.05.2024 | 0.92% | 94.60 % | 94.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'430 CHF | 471'752 CHF | 99.44% | 99.44% |
06.05.2024 | 1.07% | 92.70 % | 93.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'751 CHF | 470'748 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 95.30 % | 95.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'071 CHF | 477'616 CHF | 100.00% | 100.00% |
02.05.2024 | 0.65% | 93.10 % | 94.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'928 CHF | 472'986 CHF | 100.00% | 100.00% |