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% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'071 CHF | 500'571 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'919 CHF | 499'419 CHF | 98.35% | 98.35% |
14.05.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'634 CHF | 500'134 CHF | 99.37% | 99.37% |
13.05.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'525 CHF | 500'025 CHF | 98.95% | 98.95% |
10.05.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'567 CHF | 499'067 CHF | 99.38% | 99.38% |
08.05.2024 | 0.51% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'325 CHF | 495'825 CHF | 99.36% | 99.36% |
07.05.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'396 CHF | 491'896 CHF | 94.77% | 94.77% |
06.05.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'457 CHF | 493'957 CHF | 99.37% | 99.37% |
03.05.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'521 CHF | 493'021 CHF | 99.38% | 99.38% |
02.05.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'920 CHF | 492'420 CHF | 99.37% | 99.37% |