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% | 98.28 % | 98.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'915 CHF | 494'415 CHF | 98.64% | 98.64% |
15.05.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'470 CHF | 493'970 CHF | 100.00% | 100.00% |
14.05.2024 | 0.51% | 98.48 % | 98.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'573 CHF | 495'073 CHF | 100.00% | 100.00% |
13.05.2024 | 0.51% | 97.97 % | 98.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'202 CHF | 491'702 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 97.78 % | 98.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'363 CHF | 490'863 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 499'985 | 485'995 CHF | 488'480 CHF | 100.00% | 100.00% |
07.05.2024 | 0.51% | 97.17 % | 97.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'250 CHF | 486'750 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 499'985 | 485'814 CHF | 488'299 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 96.56 % | 97.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'539 CHF | 487'039 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 96.67 % | 97.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'404 CHF | 486'904 CHF | 100.00% | 100.00% |