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 | 0.32% | 95.50 % | 95.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'740 CHF | 479'290 CHF | 99.61% | 99.61% |
15.05.2024 | 0.33% | 95.20 % | 95.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'696 CHF | 475'246 CHF | 99.44% | 99.44% |
14.05.2024 | 0.33% | 94.20 % | 94.51 % | 500'000 | 500'000 | 500'000 | 499'956 | 469'609 CHF | 471'117 CHF | 98.94% | 98.94% |
13.05.2024 | 0.33% | 93.60 % | 93.91 % | 500'000 | 500'000 | 500'000 | 499'993 | 466'775 CHF | 468'319 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 92.80 % | 93.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'483 CHF | 468'033 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 93.70 % | 94.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'939 CHF | 467'489 CHF | 98.15% | 98.15% |
07.05.2024 | 0.33% | 92.70 % | 93.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'323 CHF | 462'869 CHF | 99.44% | 99.44% |
06.05.2024 | 0.34% | 91.70 % | 92.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'461 CHF | 461'011 CHF | 100.00% | 100.00% |
03.05.2024 | 0.34% | 91.50 % | 91.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'103 CHF | 459'645 CHF | 100.00% | 100.00% |
02.05.2024 | 0.33% | 92.30 % | 92.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'299 CHF | 464'846 CHF | 100.00% | 100.00% |