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% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'440 CHF | 496'940 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'691 CHF | 497'191 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'193 CHF | 496'693 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'102 CHF | 495'602 CHF | 98.82% | 98.82% |
10.05.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'783 CHF | 496'283 CHF | 99.38% | 99.38% |
08.05.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'936 CHF | 495'436 CHF | 99.38% | 99.38% |
07.05.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'217 CHF | 494'717 CHF | 97.35% | 97.35% |
06.05.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'458 CHF | 493'958 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'874 CHF | 494'374 CHF | 99.38% | 99.38% |
02.05.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'961 CHF | 492'461 CHF | 99.34% | 99.34% |