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% | 97.37 % | 97.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'579 CHF | 491'079 CHF | 100.00% | 100.00% |
15.05.2024 | 0.51% | 97.38 % | 97.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'806 CHF | 490'306 CHF | 99.98% | 99.98% |
14.05.2024 | 0.52% | 97.39 % | 97.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'426 CHF | 484'926 CHF | 33.62% | 33.62% |
13.05.2024 | 0.52% | 96.67 % | 97.17 % | 500'000 | 500'000 | 500'000 | 499'995 | 479'112 CHF | 481'608 CHF | 87.03% | 87.03% |
10.05.2024 | 0.54% | 93.65 % | 94.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'790 CHF | 468'290 CHF | 100.00% | 100.00% |
08.05.2024 | 0.54% | 92.04 % | 92.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'414 CHF | 462'914 CHF | 99.93% | 99.93% |
07.05.2024 | 0.53% | 93.22 % | 93.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'659 CHF | 470'159 CHF | 98.86% | 98.86% |
06.05.2024 | 0.53% | 94.38 % | 94.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'590 CHF | 472'090 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 93.48 % | 93.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'814 CHF | 470'314 CHF | 100.00% | 100.00% |
02.05.2024 | 0.53% | 94.07 % | 94.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'328 CHF | 473'828 CHF | 100.00% | 100.00% |