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 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 499'430 | 483'893 CHF | 487'336 CHF | 99.61% | 99.61% |
15.05.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'671 CHF | 485'671 CHF | 99.43% | 99.43% |
14.05.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'529 CHF | 483'529 CHF | 98.95% | 98.95% |
13.05.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'061 CHF | 487'061 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'449 CHF | 487'449 CHF | 99.84% | 99.84% |
08.05.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'884 CHF | 481'884 CHF | 97.91% | 97.91% |
07.05.2024 | 0.84% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'368 CHF | 480'368 CHF | 99.44% | 99.44% |
06.05.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'362 CHF | 480'362 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'595 CHF | 484'595 CHF | 100.00% | 100.00% |
02.05.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'157 CHF | 485'157 CHF | 100.00% | 100.00% |