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 | 1.01% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'078 CHF | 498'078 CHF | 99.50% | 99.50% |
15.05.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'072 CHF | 495'072 CHF | 99.43% | 99.43% |
14.05.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'240 CHF | 493'240 CHF | 98.90% | 98.90% |
13.05.2024 | 1.02% | 97.30 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'661 CHF | 491'661 CHF | 100.00% | 100.00% |
10.05.2024 | 1.04% | 95.90 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'553 CHF | 485'553 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 94.10 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'359 CHF | 474'359 CHF | 98.15% | 98.15% |
07.05.2024 | 2.17% | 91.30 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'566 CHF | 464'554 CHF | 99.53% | 99.53% |
06.05.2024 | 2.05% | 92.20 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'606 CHF | 462'977 CHF | 100.00% | 100.00% |
03.05.2024 | 2.10% | 90.00 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'059 CHF | 462'663 CHF | 99.99% | 99.99% |
02.05.2024 | 2.31% | 89.90 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'154 CHF | 460'672 CHF | 99.99% | 99.99% |