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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.50% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'994 CHF | 476'381 CHF | 99.37% | 99.37% |
21.05.2024 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'954 CHF | 479'454 CHF | 99.25% | 99.25% |
17.05.2024 | 0.52% | 95.75 % | 96.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'932 CHF | 480'432 CHF | 99.37% | 99.37% |
16.05.2024 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'210 CHF | 478'710 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'666 CHF | 476'015 CHF | 98.35% | 98.35% |
14.05.2024 | 0.53% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'902 CHF | 477'402 CHF | 99.38% | 99.38% |
13.05.2024 | 0.53% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'584 CHF | 477'083 CHF | 98.94% | 98.94% |
10.05.2024 | 0.48% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 499'939 | 472'952 CHF | 475'186 CHF | 99.37% | 99.37% |
08.05.2024 | 0.48% | 93.85 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'916 CHF | 469'166 CHF | 99.36% | 99.36% |
07.05.2024 | 0.49% | 92.35 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'524 CHF | 461'774 CHF | 94.74% | 94.74% |