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 | 0.73% | 68.31 % | 68.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 342'033 CHF | 344'533 CHF | 98.31% | 98.31% |
15.05.2024 | 0.76% | 66.19 % | 66.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 329'847 CHF | 332'347 CHF | 100.00% | 100.00% |
14.05.2024 | 0.77% | 65.24 % | 65.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 324'975 CHF | 327'475 CHF | 100.00% | 100.00% |
13.05.2024 | 0.76% | 66.22 % | 66.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 329'524 CHF | 332'024 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 65.54 % | 66.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 328'562 CHF | 331'062 CHF | 100.00% | 100.00% |
08.05.2024 | 0.77% | 64.66 % | 65.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 323'352 CHF | 325'852 CHF | 100.00% | 100.00% |
07.05.2024 | 0.78% | 64.55 % | 65.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 320'785 CHF | 323'285 CHF | 100.00% | 100.00% |
06.05.2024 | 0.78% | 63.83 % | 64.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 318'388 CHF | 320'888 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 63.32 % | 63.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 314'739 CHF | 317'239 CHF | 99.96% | 99.96% |
02.05.2024 | 0.78% | 62.47 % | 62.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 318'325 CHF | 320'825 CHF | 100.00% | 100.00% |