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 | 1.00% | 99.90 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'218 CHF | 504'218 CHF | 99.50% | 99.50% |
15.05.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'195 CHF | 502'195 CHF | 99.43% | 99.43% |
14.05.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'041 CHF | 501'041 CHF | 98.96% | 98.96% |
13.05.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'815 CHF | 501'815 CHF | 100.00% | 100.00% |
10.05.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'932 CHF | 499'932 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'308 CHF | 493'308 CHF | 98.15% | 98.15% |
07.05.2024 | 0.83% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'588 CHF | 486'588 CHF | 99.53% | 99.53% |
06.05.2024 | 0.83% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'010 CHF | 486'010 CHF | 100.00% | 100.00% |
03.05.2024 | 0.88% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'715 CHF | 485'974 CHF | 100.00% | 100.00% |
02.05.2024 | 1.04% | 95.80 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'300 CHF | 484'300 CHF | 100.00% | 100.00% |