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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'692 CHF | 486'192 CHF | 99.87% | 99.87% |
22.05.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'447 CHF | 485'947 CHF | 100.00% | 100.00% |
21.05.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'219 CHF | 489'719 CHF | 99.85% | 99.85% |
17.05.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'962 CHF | 492'462 CHF | 100.00% | 100.00% |
16.05.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'018 CHF | 492'518 CHF | 100.00% | 100.00% |
15.05.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'212 CHF | 494'712 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'844 CHF | 496'344 CHF | 99.93% | 99.93% |
13.05.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'410 CHF | 491'910 CHF | 99.42% | 99.42% |
10.05.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'855 CHF | 490'355 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 499'998 | 485'509 CHF | 488'007 CHF | 100.00% | 100.00% |