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% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'555 CHF | 497'055 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'885 CHF | 499'385 CHF | 98.98% | 98.98% |
14.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'488 CHF | 499'988 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'184 CHF | 499'684 CHF | 98.82% | 98.82% |
10.05.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'908 CHF | 495'408 CHF | 99.22% | 99.22% |
08.05.2024 | 0.52% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'140 CHF | 486'640 CHF | 99.05% | 99.05% |
07.05.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'736 CHF | 493'236 CHF | 97.38% | 97.38% |
06.05.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'914 CHF | 491'414 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'408 CHF | 492'908 CHF | 99.38% | 99.38% |
02.05.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'169 CHF | 479'669 CHF | 99.34% | 99.34% |