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 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'356 CHF | 491'856 CHF | 99.37% | 99.37% |
16.05.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'111 CHF | 492'611 CHF | 99.37% | 99.37% |
15.05.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'522 CHF | 494'022 CHF | 98.35% | 98.35% |
14.05.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'705 CHF | 494'205 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'534 CHF | 494'034 CHF | 98.94% | 98.94% |
10.05.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'455 CHF | 494'955 CHF | 99.38% | 99.38% |
08.05.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'554 CHF | 495'054 CHF | 99.37% | 99.37% |
07.05.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'893 CHF | 494'393 CHF | 94.77% | 94.77% |
06.05.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'456 CHF | 490'956 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'093 CHF | 491'593 CHF | 99.37% | 99.37% |