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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'130 CHF | 477'621 CHF | 99.38% | 99.38% |
07.05.2024 | 0.48% | 94.70 % | 95.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'806 CHF | 474'064 CHF | 97.38% | 97.38% |
06.05.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'907 CHF | 473'157 CHF | 99.37% | 99.37% |
03.05.2024 | 0.48% | 93.75 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'743 CHF | 471'993 CHF | 99.35% | 99.35% |
02.05.2024 | 0.49% | 94.60 % | 95.05 % | 500'000 | 500'000 | 500'000 | 499'999 | 473'946 CHF | 476'270 CHF | 99.34% | 99.34% |
30.04.2024 | 0.52% | 96.35 % | 96.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'999 CHF | 484'499 CHF | 99.36% | 99.36% |
29.04.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'106 CHF | 498'606 CHF | 99.38% | 99.38% |
26.04.2024 | 0.51% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'749 CHF | 496'249 CHF | 99.37% | 99.37% |
25.04.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'689 CHF | 496'189 CHF | 97.54% | 97.54% |
24.04.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'504 CHF | 497'004 CHF | 99.08% | 99.08% |