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% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'390 CHF | 491'890 CHF | 99.38% | 99.38% |
15.05.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'622 CHF | 493'122 CHF | 99.37% | 99.37% |
14.05.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'588 CHF | 494'088 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'519 CHF | 494'019 CHF | 98.64% | 98.64% |
10.05.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 499'964 | 490'544 CHF | 493'008 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'793 CHF | 492'293 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'667 CHF | 497'167 CHF | 99.37% | 99.37% |
06.05.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'866 CHF | 493'366 CHF | 99.37% | 99.37% |
03.05.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'470 CHF | 490'970 CHF | 99.37% | 99.37% |
02.05.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'298 CHF | 490'798 CHF | 99.37% | 99.37% |