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% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'263 CHF | 491'763 CHF | 99.37% | 99.37% |
15.05.2024 | 0.52% | 95.95 % | 96.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'325 CHF | 480'825 CHF | 98.35% | 98.35% |
14.05.2024 | 0.48% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'613 CHF | 474'904 CHF | 99.38% | 99.38% |
13.05.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'784 CHF | 480'284 CHF | 98.95% | 98.95% |
10.05.2024 | 0.52% | 95.10 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'877 CHF | 479'377 CHF | 99.38% | 99.38% |
08.05.2024 | 0.48% | 94.20 % | 94.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'260 CHF | 473'510 CHF | 99.37% | 99.37% |
07.05.2024 | 0.48% | 94.15 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'269 CHF | 470'519 CHF | 94.77% | 94.77% |
06.05.2024 | 0.48% | 93.25 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'296 CHF | 467'546 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 92.60 % | 93.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'123 CHF | 462'373 CHF | 99.38% | 99.38% |
02.05.2024 | 0.48% | 91.30 % | 91.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'317 CHF | 466'567 CHF | 99.38% | 99.38% |