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 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'500 CHF | 500'500 CHF | 99.51% | 99.51% |
15.05.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'213 CHF | 500'213 CHF | 99.43% | 99.43% |
14.05.2024 | 1.01% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'283 CHF | 498'283 CHF | 98.94% | 98.94% |
13.05.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'192 CHF | 494'192 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'912 CHF | 493'912 CHF | 99.84% | 99.84% |
08.05.2024 | 1.02% | 97.60 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'296 CHF | 493'296 CHF | 98.15% | 98.15% |
07.05.2024 | 1.02% | 97.50 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'720 CHF | 490'720 CHF | 99.45% | 99.45% |
06.05.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'258 CHF | 488'258 CHF | 100.00% | 100.00% |
03.05.2024 | 0.88% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'457 CHF | 485'717 CHF | 100.00% | 100.00% |
02.05.2024 | 1.03% | 96.50 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'981 CHF | 485'981 CHF | 100.00% | 100.00% |