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% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'791 CHF | 497'291 CHF | 99.63% | 99.63% |
15.05.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'267 CHF | 496'767 CHF | 99.43% | 99.43% |
14.05.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'042 CHF | 497'542 CHF | 98.93% | 98.93% |
13.05.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'343 CHF | 496'843 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'786 CHF | 496'286 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'876 CHF | 494'376 CHF | 98.26% | 98.26% |
07.05.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'095 CHF | 490'595 CHF | 99.49% | 99.49% |
06.05.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'228 CHF | 491'728 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'577 CHF | 491'077 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'442 CHF | 489'942 CHF | 100.00% | 100.00% |