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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'633 CHF | 499'133 CHF | 99.38% | 99.38% |
16.05.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'431 CHF | 497'931 CHF | 99.37% | 99.37% |
15.05.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'246 CHF | 496'746 CHF | 99.38% | 99.38% |
14.05.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'514 CHF | 496'014 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'095 CHF | 497'595 CHF | 98.83% | 98.83% |
10.05.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'114 CHF | 496'614 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'467 CHF | 496'967 CHF | 99.38% | 99.38% |
07.05.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'168 CHF | 493'668 CHF | 97.38% | 97.38% |
06.05.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'020 CHF | 492'520 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'535 CHF | 492'035 CHF | 99.38% | 99.38% |