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 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'392 CHF | 500'392 CHF | 99.60% | 99.60% |
15.05.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'252 CHF | 498'252 CHF | 99.43% | 99.43% |
14.05.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'717 CHF | 496'717 CHF | 98.94% | 98.94% |
13.05.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'887 CHF | 494'887 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'505 CHF | 494'505 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'311 CHF | 493'311 CHF | 98.15% | 98.15% |
07.05.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'521 CHF | 490'521 CHF | 99.44% | 99.44% |
06.05.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'500 CHF | 489'500 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'589 CHF | 488'589 CHF | 100.00% | 100.00% |
02.05.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'480 CHF | 491'480 CHF | 100.00% | 100.00% |