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% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'265 CHF | 499'765 CHF | 99.37% | 99.37% |
15.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'013 CHF | 498'513 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'237 CHF | 497'737 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'762 CHF | 499'262 CHF | 98.83% | 98.83% |
10.05.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'775 CHF | 498'275 CHF | 99.38% | 99.38% |
08.05.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'103 CHF | 498'603 CHF | 99.38% | 99.38% |
07.05.2024 | 0.51% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'690 CHF | 495'190 CHF | 97.35% | 97.35% |
06.05.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'359 CHF | 493'859 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'832 CHF | 493'332 CHF | 99.38% | 99.38% |
02.05.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'339 CHF | 491'839 CHF | 99.33% | 99.33% |