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 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'249 CHF | 499'749 CHF | 99.37% | 99.37% |
15.05.2024 | 0.50% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'783 CHF | 497'283 CHF | 99.37% | 99.37% |
14.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'899 CHF | 500'399 CHF | 99.37% | 99.37% |
13.05.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'206 CHF | 502'706 CHF | 98.65% | 98.65% |
10.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'579 CHF | 499'079 CHF | 99.38% | 99.38% |
08.05.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'773 CHF | 498'273 CHF | 99.37% | 99.37% |
07.05.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'938 CHF | 498'438 CHF | 99.37% | 99.37% |
06.05.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'362 CHF | 493'862 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'985 CHF | 491'485 CHF | 99.38% | 99.38% |
02.05.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'486 CHF | 491'986 CHF | 99.17% | 99.17% |