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% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'437 CHF | 494'937 CHF | 99.37% | 99.37% |
15.05.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'210 CHF | 492'710 CHF | 99.38% | 99.38% |
14.05.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'215 CHF | 490'715 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'545 CHF | 489'045 CHF | 98.82% | 98.82% |
10.05.2024 | 0.51% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'956 CHF | 489'456 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 499'999 | 485'698 CHF | 488'197 CHF | 99.38% | 99.38% |
07.05.2024 | 0.52% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'563 CHF | 486'063 CHF | 97.35% | 97.35% |
06.05.2024 | 0.52% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'674 CHF | 485'174 CHF | 99.37% | 99.37% |
03.05.2024 | 0.51% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'523 CHF | 487'023 CHF | 99.38% | 99.38% |
02.05.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'740 CHF | 489'240 CHF | 99.34% | 99.34% |