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% | 84.80 % | 85.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'178 CHF | 428'402 CHF | 99.30% | 99.30% |
15.05.2024 | 0.53% | 85.15 % | 85.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'190 CHF | 429'440 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 85.20 % | 85.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'582 CHF | 422'633 CHF | 99.37% | 99.37% |
13.05.2024 | 0.48% | 82.55 % | 82.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'038 CHF | 417'038 CHF | 98.64% | 98.64% |
10.05.2024 | 0.48% | 82.75 % | 83.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'992 CHF | 413'992 CHF | 99.38% | 99.38% |
08.05.2024 | 0.50% | 82.65 % | 83.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'441 CHF | 404'441 CHF | 99.37% | 99.37% |
07.05.2024 | 0.51% | 78.65 % | 79.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 391'422 CHF | 393'422 CHF | 99.38% | 99.38% |
06.05.2024 | 0.52% | 77.70 % | 78.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 387'055 CHF | 389'055 CHF | 99.37% | 99.37% |
03.05.2024 | 0.51% | 77.85 % | 78.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 389'111 CHF | 391'111 CHF | 99.38% | 99.38% |
02.05.2024 | 0.52% | 76.60 % | 77.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 384'144 CHF | 386'144 CHF | 99.37% | 99.37% |