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% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'093 CHF | 500'593 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'088 CHF | 499'588 CHF | 98.35% | 98.35% |
14.05.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'172 CHF | 500'672 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'914 CHF | 498'414 CHF | 98.95% | 98.95% |
10.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'963 CHF | 499'463 CHF | 99.38% | 99.38% |
08.05.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'623 CHF | 494'123 CHF | 99.36% | 99.36% |
07.05.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'148 CHF | 493'648 CHF | 94.77% | 94.77% |
06.05.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'362 CHF | 493'862 CHF | 99.37% | 99.37% |
03.05.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'370 CHF | 492'870 CHF | 99.38% | 99.38% |
02.05.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'230 CHF | 490'730 CHF | 99.38% | 99.38% |