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 | 0.69% | 72.20 % | 72.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 361'462 CHF | 363'962 CHF | 98.31% | 98.31% |
15.05.2024 | 0.71% | 70.01 % | 70.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 348'853 CHF | 351'353 CHF | 100.00% | 100.00% |
14.05.2024 | 0.72% | 69.01 % | 69.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 343'830 CHF | 346'330 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 70.04 % | 70.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 348'530 CHF | 351'030 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 69.33 % | 69.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 347'494 CHF | 349'994 CHF | 100.00% | 100.00% |
08.05.2024 | 0.73% | 68.41 % | 68.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 342'086 CHF | 344'586 CHF | 100.00% | 100.00% |
07.05.2024 | 0.73% | 68.28 % | 68.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 339'345 CHF | 341'845 CHF | 100.00% | 100.00% |
06.05.2024 | 0.74% | 67.52 % | 68.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 336'872 CHF | 339'372 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 66.99 % | 67.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 333'085 CHF | 335'585 CHF | 100.00% | 100.00% |
02.05.2024 | 0.74% | 66.12 % | 66.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 336'812 CHF | 339'312 CHF | 100.00% | 100.00% |