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 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'485 CHF | 498'985 CHF | 98.09% | 98.09% |
15.05.2024 | 0.30% | 99.60 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'662 CHF | 500'162 CHF | 99.43% | 99.43% |
14.05.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'425 CHF | 496'925 CHF | 98.93% | 98.93% |
13.05.2024 | 0.30% | 98.60 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'961 CHF | 495'461 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'474 CHF | 494'974 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'300 CHF | 491'800 CHF | 98.00% | 98.00% |
07.05.2024 | 0.31% | 97.30 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'818 CHF | 487'318 CHF | 99.45% | 99.45% |
06.05.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'464 CHF | 484'964 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'021 CHF | 486'261 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 96.00 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'670 CHF | 482'170 CHF | 100.00% | 100.00% |