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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'827 CHF | 496'327 CHF | 99.21% | 99.21% |
16.05.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'048 CHF | 495'548 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'854 CHF | 496'354 CHF | 99.37% | 99.37% |
14.05.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'245 CHF | 496'745 CHF | 99.37% | 99.37% |
13.05.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'360 CHF | 496'860 CHF | 98.64% | 98.64% |
10.05.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'365 CHF | 495'865 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'598 CHF | 494'098 CHF | 99.38% | 99.38% |
07.05.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'644 CHF | 494'144 CHF | 99.37% | 99.37% |
06.05.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'338 CHF | 492'838 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'316 CHF | 490'816 CHF | 99.38% | 99.38% |