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 | 0.52% | 95.03 % | 95.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'407 CHF | 478'907 CHF | 99.92% | 99.92% |
15.05.2024 | 0.53% | 94.86 % | 95.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'405 CHF | 475'905 CHF | 98.96% | 98.96% |
14.05.2024 | 0.53% | 93.89 % | 94.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'508 CHF | 476'008 CHF | 99.66% | 99.66% |
13.05.2024 | 0.52% | 94.39 % | 94.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'606 CHF | 478'106 CHF | 85.23% | 85.23% |
10.05.2024 | 0.52% | 95.98 % | 96.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'876 CHF | 484'376 CHF | 98.56% | 98.56% |
08.05.2024 | 0.51% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'563 CHF | 491'063 CHF | 97.37% | 97.37% |
07.05.2024 | 0.50% | 100.28 % | 100.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'286 CHF | 505'786 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 101.41 % | 101.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'119 CHF | 510'619 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'157 CHF | 500'657 CHF | 99.80% | 99.80% |
02.05.2024 | 0.50% | 99.63 % | 100.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'089 CHF | 500'589 CHF | 100.00% | 100.00% |