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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'940 CHF | 494'440 CHF | 98.35% | 98.35% |
14.05.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'711 CHF | 490'211 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'615 CHF | 494'115 CHF | 98.94% | 98.94% |
10.05.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'906 CHF | 493'406 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'673 CHF | 489'173 CHF | 99.36% | 99.36% |
07.05.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'310 CHF | 486'810 CHF | 94.75% | 94.75% |
06.05.2024 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'682 CHF | 484'182 CHF | 99.37% | 99.37% |
03.05.2024 | 0.52% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'946 CHF | 479'433 CHF | 99.37% | 99.37% |
02.05.2024 | 0.52% | 94.75 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'125 CHF | 483'622 CHF | 99.38% | 99.38% |
30.04.2024 | 0.51% | 96.95 % | 97.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'196 CHF | 486'696 CHF | 99.37% | 99.37% |