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% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'435 CHF | 496'935 CHF | 99.73% | 99.73% |
15.05.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'313 CHF | 494'813 CHF | 99.43% | 99.43% |
14.05.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'664 CHF | 494'164 CHF | 98.95% | 98.95% |
13.05.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'711 CHF | 494'211 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'356 CHF | 491'856 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 96.80 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'933 CHF | 484'433 CHF | 98.26% | 98.26% |
07.05.2024 | 0.32% | 95.30 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'707 CHF | 476'207 CHF | 99.43% | 99.43% |
06.05.2024 | 0.53% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'145 CHF | 474'645 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 93.90 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'073 CHF | 474'573 CHF | 100.00% | 100.00% |
02.05.2024 | 0.53% | 93.80 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'530 CHF | 472'030 CHF | 100.00% | 100.00% |