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 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'703 CHF | 498'203 CHF | 99.16% | 99.16% |
15.05.2024 | 0.30% | 99.60 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'034 CHF | 498'534 CHF | 99.42% | 99.42% |
14.05.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'222 CHF | 497'722 CHF | 98.90% | 98.90% |
13.05.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'443 CHF | 495'943 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 98.70 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'743 CHF | 495'243 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'240 CHF | 494'740 CHF | 97.99% | 97.99% |
07.05.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'768 CHF | 495'268 CHF | 99.54% | 99.54% |
06.05.2024 | 0.31% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'926 CHF | 490'426 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 97.70 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'245 CHF | 490'745 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 97.70 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'548 CHF | 489'048 CHF | 100.00% | 100.00% |