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 | 0.53% | 93.83 % | 94.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'408 CHF | 472'908 CHF | 99.92% | 99.92% |
15.05.2024 | 0.53% | 93.66 % | 94.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'392 CHF | 469'892 CHF | 98.96% | 98.96% |
14.05.2024 | 0.53% | 92.69 % | 93.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'915 CHF | 470'415 CHF | 82.06% | 82.06% |
13.05.2024 | 0.53% | 93.19 % | 93.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'610 CHF | 472'110 CHF | 85.23% | 85.23% |
10.05.2024 | 0.52% | 94.78 % | 95.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'879 CHF | 478'379 CHF | 98.56% | 98.56% |
08.05.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'572 CHF | 485'072 CHF | 97.37% | 97.37% |
07.05.2024 | 0.50% | 99.08 % | 99.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'286 CHF | 499'786 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 100.21 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'124 CHF | 504'624 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'156 CHF | 494'656 CHF | 99.79% | 99.79% |
02.05.2024 | 0.51% | 98.43 % | 98.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'101 CHF | 494'601 CHF | 100.00% | 100.00% |