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 | 0.48% | 94.15 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'426 CHF | 470'676 CHF | 99.37% | 99.37% |
15.05.2024 | 0.48% | 93.90 % | 94.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'424 CHF | 471'674 CHF | 99.38% | 99.38% |
14.05.2024 | 0.48% | 93.55 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'226 CHF | 470'476 CHF | 99.38% | 99.38% |
13.05.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'159 CHF | 470'409 CHF | 98.83% | 98.83% |
10.05.2024 | 0.48% | 93.70 % | 94.15 % | 500'000 | 500'000 | 500'000 | 499'964 | 466'946 CHF | 469'162 CHF | 99.38% | 99.38% |
08.05.2024 | 0.49% | 91.85 % | 92.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'147 CHF | 459'397 CHF | 99.38% | 99.38% |
07.05.2024 | 0.49% | 91.30 % | 91.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'505 CHF | 460'755 CHF | 97.35% | 97.35% |
06.05.2024 | 0.50% | 91.00 % | 91.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'010 CHF | 455'260 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 90.15 % | 90.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'179 CHF | 453'429 CHF | 99.37% | 99.37% |
02.05.2024 | 0.50% | 89.95 % | 90.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'995 CHF | 452'245 CHF | 99.34% | 99.34% |