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% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'618 CHF | 490'118 CHF | 99.37% | 99.37% |
15.05.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'078 CHF | 490'578 CHF | 99.38% | 99.38% |
14.05.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'200 CHF | 489'700 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'148 CHF | 488'648 CHF | 98.82% | 98.82% |
10.05.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'706 CHF | 491'206 CHF | 99.38% | 99.38% |
08.05.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'550 CHF | 490'050 CHF | 99.38% | 99.38% |
07.05.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'356 CHF | 488'856 CHF | 97.39% | 97.39% |
06.05.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'806 CHF | 488'306 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'609 CHF | 489'109 CHF | 99.38% | 99.38% |
02.05.2024 | 0.52% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'177 CHF | 486'677 CHF | 99.35% | 99.35% |