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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.71% | 71.05 % | 71.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 350'717 CHF | 353'217 CHF | 24.50% | 24.50% |
13.05.2024 | 0.73% | 67.89 % | 68.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 342'156 CHF | 344'656 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 67.84 % | 68.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 340'406 CHF | 342'906 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 66.71 % | 67.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 331'018 CHF | 333'518 CHF | 96.42% | 96.42% |
07.05.2024 | 0.74% | 66.59 % | 67.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 334'608 CHF | 337'108 CHF | 98.10% | 98.10% |
06.05.2024 | 0.75% | 66.25 % | 66.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 330'259 CHF | 332'759 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 66.37 % | 66.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 329'102 CHF | 331'602 CHF | 100.00% | 100.00% |
02.05.2024 | 0.77% | 64.11 % | 64.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 322'635 CHF | 325'135 CHF | 100.00% | 100.00% |
30.04.2024 | 0.77% | 64.27 % | 64.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 323'421 CHF | 325'921 CHF | 100.00% | 100.00% |
29.04.2024 | 0.78% | 64.16 % | 64.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 321'274 CHF | 323'774 CHF | 97.61% | 97.61% |