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 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'965 CHF | 504'965 CHF | 99.62% | 99.62% |
15.05.2024 | 0.79% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'520 CHF | 505'520 CHF | 99.41% | 99.41% |
14.05.2024 | 0.80% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'879 CHF | 503'879 CHF | 98.95% | 98.95% |
13.05.2024 | 0.80% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'286 CHF | 503'286 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'528 CHF | 494'528 CHF | 99.84% | 99.84% |
08.05.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'159 CHF | 491'159 CHF | 98.15% | 98.15% |
07.05.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'585 CHF | 495'585 CHF | 99.17% | 99.17% |
06.05.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'975 CHF | 493'975 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'867 CHF | 491'867 CHF | 100.00% | 100.00% |
02.05.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'906 CHF | 491'906 CHF | 100.00% | 100.00% |