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 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'467 CHF | 496'967 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'029 CHF | 496'529 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'305 CHF | 497'805 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 499'999 | 493'863 CHF | 496'362 CHF | 99.42% | 99.42% |
10.05.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'325 CHF | 496'825 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'268 CHF | 495'768 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'931 CHF | 496'431 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'287 CHF | 495'787 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'821 CHF | 496'321 CHF | 99.90% | 99.90% |
02.05.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'958 CHF | 494'458 CHF | 99.82% | 99.82% |