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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'420 CHF | 491'920 CHF | 99.21% | 99.21% |
16.05.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'073 CHF | 492'573 CHF | 99.38% | 99.38% |
15.05.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'900 CHF | 486'400 CHF | 99.36% | 99.36% |
14.05.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'234 CHF | 489'734 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'300 CHF | 492'800 CHF | 98.65% | 98.65% |
10.05.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'032 CHF | 490'532 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'014 CHF | 489'514 CHF | 99.38% | 99.38% |
07.05.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'490 CHF | 490'990 CHF | 99.37% | 99.37% |
06.05.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'470 CHF | 487'970 CHF | 99.38% | 99.38% |
03.05.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'854 CHF | 484'354 CHF | 99.38% | 99.38% |