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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.52% | 96.22 % | 96.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'185 CHF | 482'685 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 95.68 % | 96.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'397 CHF | 481'897 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 95.42 % | 95.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'277 CHF | 478'777 CHF | 100.00% | 100.00% |
07.05.2024 | 0.53% | 94.92 % | 95.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'371 CHF | 474'871 CHF | 100.00% | 100.00% |
06.05.2024 | 0.53% | 94.62 % | 95.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'795 CHF | 475'295 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 94.38 % | 94.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'424 CHF | 474'924 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 97.22 % | 97.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'702 CHF | 491'202 CHF | 100.00% | 100.00% |
30.04.2024 | 0.52% | 96.54 % | 97.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'520 CHF | 486'020 CHF | 100.00% | 100.00% |
29.04.2024 | 0.52% | 96.83 % | 97.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'616 CHF | 485'116 CHF | 98.60% | 98.60% |
26.04.2024 | 0.52% | 95.65 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'338 CHF | 478'838 CHF | 97.88% | 97.88% |