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 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'617 CHF | 495'117 CHF | 99.37% | 99.37% |
15.05.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'774 CHF | 494'274 CHF | 99.38% | 99.38% |
14.05.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'882 CHF | 492'382 CHF | 99.37% | 99.37% |
13.05.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 499'964 | 500'000 | 489'112 CHF | 491'647 CHF | 98.82% | 98.82% |
10.05.2024 | 0.51% | 96.95 % | 97.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'094 CHF | 487'594 CHF | 99.37% | 99.37% |
08.05.2024 | 0.52% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 499'966 | 478'214 CHF | 480'682 CHF | 99.38% | 99.38% |
07.05.2024 | 0.48% | 94.25 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'302 CHF | 472'552 CHF | 97.35% | 97.35% |
06.05.2024 | 0.48% | 94.50 % | 94.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'146 CHF | 473'396 CHF | 99.38% | 99.38% |
03.05.2024 | 0.48% | 94.00 % | 94.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'842 CHF | 473'092 CHF | 99.37% | 99.37% |
02.05.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'171 CHF | 471'421 CHF | 99.34% | 99.34% |