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% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'715 CHF | 497'215 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'845 CHF | 496'345 CHF | 98.35% | 98.35% |
14.05.2024 | 0.51% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'663 CHF | 494'163 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'045 CHF | 495'545 CHF | 98.94% | 98.94% |
10.05.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'632 CHF | 495'132 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'678 CHF | 492'178 CHF | 99.36% | 99.36% |
07.05.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'643 CHF | 490'143 CHF | 94.75% | 94.75% |
06.05.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'927 CHF | 489'427 CHF | 99.37% | 99.37% |
03.05.2024 | 0.51% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'248 CHF | 486'748 CHF | 99.38% | 99.38% |
02.05.2024 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'949 CHF | 484'449 CHF | 99.37% | 99.37% |