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% | 96.95 % | 97.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'135 CHF | 488'635 CHF | 99.38% | 99.38% |
15.05.2024 | 0.51% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'704 CHF | 488'204 CHF | 99.38% | 99.38% |
14.05.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'410 CHF | 488'910 CHF | 99.37% | 99.37% |
13.05.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'123 CHF | 486'623 CHF | 98.65% | 98.65% |
10.05.2024 | 0.52% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'154 CHF | 484'654 CHF | 99.38% | 99.38% |
08.05.2024 | 0.52% | 95.95 % | 96.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'731 CHF | 480'231 CHF | 99.38% | 99.38% |
07.05.2024 | 0.51% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'346 CHF | 476'754 CHF | 99.38% | 99.38% |
06.05.2024 | 0.51% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'029 CHF | 477'471 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 94.55 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'160 CHF | 474'466 CHF | 99.37% | 99.37% |
02.05.2024 | 0.48% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'833 CHF | 471'083 CHF | 99.38% | 99.38% |