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 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'207 CHF | 492'207 CHF | 99.45% | 99.45% |
15.05.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'100 CHF | 491'100 CHF | 99.43% | 99.43% |
14.05.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'862 CHF | 499'862 CHF | 98.97% | 98.97% |
13.05.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'320 CHF | 498'320 CHF | 100.00% | 100.00% |
10.05.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'134 CHF | 499'134 CHF | 99.84% | 99.84% |
08.05.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'546 CHF | 493'546 CHF | 98.26% | 98.26% |
07.05.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'721 CHF | 493'721 CHF | 99.44% | 99.44% |
06.05.2024 | 1.02% | 97.00 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'420 CHF | 490'420 CHF | 100.00% | 100.00% |
03.05.2024 | 0.97% | 97.20 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'059 CHF | 490'799 CHF | 100.00% | 100.00% |
02.05.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'035 CHF | 489'035 CHF | 100.00% | 100.00% |