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% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'913 CHF | 489'413 CHF | 99.38% | 99.38% |
15.05.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'967 CHF | 491'467 CHF | 99.38% | 99.38% |
14.05.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'332 CHF | 490'832 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'439 CHF | 491'939 CHF | 98.82% | 98.82% |
10.05.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'006 CHF | 489'506 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'223 CHF | 486'723 CHF | 99.38% | 99.38% |
07.05.2024 | 0.52% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'580 CHF | 486'080 CHF | 97.38% | 97.38% |
06.05.2024 | 0.52% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'344 CHF | 485'844 CHF | 99.38% | 99.38% |
03.05.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'914 CHF | 484'414 CHF | 99.38% | 99.38% |
02.05.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'880 CHF | 483'380 CHF | 99.34% | 99.34% |