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% | 85.95 % | 86.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'918 CHF | 432'168 CHF | 99.38% | 99.38% |
15.05.2024 | 0.53% | 85.95 % | 86.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'597 CHF | 428'847 CHF | 98.35% | 98.35% |
14.05.2024 | 0.52% | 85.45 % | 85.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'271 CHF | 430'521 CHF | 99.38% | 99.38% |
13.05.2024 | 0.52% | 85.45 % | 85.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'372 CHF | 430'622 CHF | 98.94% | 98.94% |
10.05.2024 | 0.52% | 85.70 % | 86.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'884 CHF | 429'124 CHF | 99.37% | 99.37% |
08.05.2024 | 0.48% | 84.70 % | 85.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'567 CHF | 422'574 CHF | 99.37% | 99.37% |
07.05.2024 | 0.48% | 83.15 % | 83.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'721 CHF | 415'721 CHF | 94.77% | 94.77% |
06.05.2024 | 0.48% | 82.65 % | 83.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'235 CHF | 419'235 CHF | 99.37% | 99.37% |
03.05.2024 | 0.48% | 83.00 % | 83.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'056 CHF | 418'056 CHF | 99.37% | 99.37% |
02.05.2024 | 0.48% | 82.95 % | 83.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'010 CHF | 417'010 CHF | 99.38% | 99.38% |