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 | 0.31% | 98.00 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'549 CHF | 492'049 CHF | 99.28% | 99.28% |
15.05.2024 | 0.30% | 98.20 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'692 CHF | 493'192 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 98.00 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'529 CHF | 492'029 CHF | 98.96% | 98.96% |
13.05.2024 | 0.31% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'198 CHF | 490'698 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'651 CHF | 491'151 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'050 CHF | 491'550 CHF | 98.11% | 98.11% |
07.05.2024 | 0.31% | 97.60 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'697 CHF | 489'197 CHF | 99.52% | 99.52% |
06.05.2024 | 0.31% | 97.60 % | 97.90 % | 500'000 | 500'000 | 500'000 | 499'805 | 486'692 CHF | 488'002 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 97.30 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'482 CHF | 488'982 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 96.90 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'376 CHF | 485'876 CHF | 100.00% | 100.00% |