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 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'777 CHF | 496'277 CHF | 99.38% | 99.38% |
15.05.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'632 CHF | 495'132 CHF | 98.35% | 98.35% |
14.05.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'289 CHF | 495'789 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'125 CHF | 495'625 CHF | 98.94% | 98.94% |
10.05.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'222 CHF | 494'722 CHF | 99.38% | 99.38% |
08.05.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'939 CHF | 491'439 CHF | 99.36% | 99.36% |
07.05.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'867 CHF | 487'367 CHF | 94.74% | 94.74% |
06.05.2024 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'947 CHF | 489'447 CHF | 99.37% | 99.37% |
03.05.2024 | 0.51% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'032 CHF | 488'532 CHF | 99.37% | 99.37% |
02.05.2024 | 0.51% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'356 CHF | 487'856 CHF | 99.38% | 99.38% |