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% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'688 CHF | 492'188 CHF | 99.38% | 99.38% |
15.05.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'461 CHF | 489'961 CHF | 98.35% | 98.35% |
14.05.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'617 CHF | 491'117 CHF | 99.37% | 99.37% |
13.05.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'472 CHF | 490'972 CHF | 98.95% | 98.95% |
10.05.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'822 CHF | 489'322 CHF | 99.38% | 99.38% |
08.05.2024 | 0.52% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'371 CHF | 483'871 CHF | 99.36% | 99.36% |
07.05.2024 | 0.52% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'065 CHF | 477'557 CHF | 94.77% | 94.77% |
06.05.2024 | 0.52% | 94.90 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'256 CHF | 480'756 CHF | 99.37% | 99.37% |
03.05.2024 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'896 CHF | 479'396 CHF | 99.36% | 99.36% |
02.05.2024 | 0.52% | 95.10 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'783 CHF | 478'283 CHF | 99.37% | 99.37% |