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% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'277 CHF | 498'777 CHF | 99.37% | 99.37% |
15.05.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'897 CHF | 500'397 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'403 CHF | 499'903 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'196 CHF | 500'696 CHF | 98.83% | 98.83% |
10.05.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'330 CHF | 498'830 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'957 CHF | 496'457 CHF | 99.38% | 99.38% |
07.05.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'378 CHF | 495'878 CHF | 97.39% | 97.39% |
06.05.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'044 CHF | 495'544 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'962 CHF | 494'462 CHF | 99.37% | 99.37% |
02.05.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'893 CHF | 493'393 CHF | 99.34% | 99.34% |