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 | 0.55% | 89.83 % | 90.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'574 CHF | 454'074 CHF | 100.00% | 100.00% |
15.05.2024 | 0.55% | 89.94 % | 90.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'779 CHF | 454'279 CHF | 93.62% | 93.62% |
14.05.2024 | 0.56% | 90.33 % | 90.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'972 CHF | 448'472 CHF | 33.61% | 33.61% |
13.05.2024 | 0.56% | 89.50 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'771 CHF | 444'271 CHF | 87.03% | 87.03% |
10.05.2024 | 0.59% | 85.22 % | 85.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'528 CHF | 426'028 CHF | 100.00% | 100.00% |
08.05.2024 | 0.60% | 82.28 % | 82.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'259 CHF | 418'759 CHF | 37.30% | 37.30% |
07.05.2024 | 0.59% | 84.62 % | 85.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'374 CHF | 427'874 CHF | 98.86% | 98.86% |
06.05.2024 | 0.58% | 86.02 % | 86.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'014 CHF | 429'514 CHF | 77.98% | 77.98% |
03.05.2024 | 0.59% | 84.81 % | 85.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'670 CHF | 427'170 CHF | 100.00% | 100.00% |
02.05.2024 | 0.58% | 85.65 % | 86.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'591 CHF | 432'091 CHF | 100.00% | 100.00% |