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 | 0.33% | 91.60 % | 91.90 % | 500'000 | 500'000 | 499'737 | 499'737 | 458'971 CHF | 460'471 CHF | 99.15% | 99.15% |
15.05.2024 | 0.33% | 90.90 % | 91.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'419 CHF | 455'919 CHF | 99.42% | 99.42% |
14.05.2024 | 0.33% | 90.60 % | 90.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'093 CHF | 457'593 CHF | 98.90% | 98.90% |
13.05.2024 | 0.33% | 91.10 % | 91.40 % | 500'000 | 500'000 | 499'737 | 499'737 | 458'930 CHF | 460'430 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 92.90 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'090 CHF | 467'590 CHF | 99.73% | 99.73% |
08.05.2024 | 0.32% | 93.40 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'286 CHF | 472'786 CHF | 98.00% | 98.00% |
07.05.2024 | 0.31% | 97.70 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'431 CHF | 486'931 CHF | 99.53% | 99.53% |
06.05.2024 | 0.31% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'494 CHF | 491'994 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 96.90 % | 97.20 % | 500'000 | 500'000 | 500'000 | 499'575 | 481'526 CHF | 482'617 CHF | 99.53% | 99.53% |
02.05.2024 | 0.31% | 96.30 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'976 CHF | 483'476 CHF | 100.00% | 100.00% |