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% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'153 CHF | 501'653 CHF | 99.61% | 99.61% |
15.05.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'142 CHF | 494'692 CHF | 99.43% | 99.43% |
14.05.2024 | 0.32% | 98.00 % | 98.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'000 CHF | 490'550 CHF | 98.95% | 98.95% |
13.05.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'075 CHF | 493'575 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'771 CHF | 494'271 CHF | 100.00% | 100.00% |
08.05.2024 | 0.32% | 97.70 % | 98.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'891 CHF | 490'441 CHF | 97.91% | 97.91% |
07.05.2024 | 0.32% | 97.80 % | 98.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'211 CHF | 488'757 CHF | 99.54% | 99.54% |
06.05.2024 | 0.52% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'848 CHF | 486'348 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'692 CHF | 482'945 CHF | 100.00% | 100.00% |
02.05.2024 | 0.32% | 95.70 % | 96.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'413 CHF | 484'960 CHF | 100.00% | 100.00% |