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 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'178 CHF | 494'178 CHF | 99.51% | 99.51% |
15.05.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'930 CHF | 492'930 CHF | 99.43% | 99.43% |
14.05.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'374 CHF | 490'374 CHF | 98.95% | 98.95% |
13.05.2024 | 0.82% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'867 CHF | 486'867 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'139 CHF | 488'139 CHF | 99.84% | 99.84% |
08.05.2024 | 0.84% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'066 CHF | 480'066 CHF | 98.01% | 98.01% |
07.05.2024 | 0.84% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'462 CHF | 479'462 CHF | 99.44% | 99.44% |
06.05.2024 | 0.85% | 93.80 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'027 CHF | 474'027 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 94.20 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'185 CHF | 475'185 CHF | 100.00% | 100.00% |
02.05.2024 | 0.85% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'968 CHF | 473'968 CHF | 100.00% | 100.00% |