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 | 0.32% | 95.20 % | 95.50 % | 500'000 | 500'000 | 499'736 | 499'736 | 474'355 CHF | 475'855 CHF | 99.29% | 99.29% |
15.05.2024 | 0.31% | 96.00 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'061 CHF | 479'561 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 95.20 % | 95.50 % | 500'000 | 500'000 | 498'936 | 498'936 | 478'658 CHF | 480'159 CHF | 98.95% | 98.95% |
13.05.2024 | 0.31% | 97.60 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'803 CHF | 489'303 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 96.20 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'761 CHF | 482'261 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 95.40 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'572 CHF | 479'072 CHF | 98.11% | 98.11% |
07.05.2024 | 0.31% | 98.00 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'652 CHF | 491'152 CHF | 99.43% | 99.43% |
06.05.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'006 CHF | 493'506 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'198 CHF | 497'439 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 98.70 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'421 CHF | 493'921 CHF | 100.00% | 100.00% |