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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.82% | 98.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'670 CHF | 498'670 CHF | 98.95% | 98.95% |
13.05.2024 | 1.81% | 98.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'521 CHF | 502'521 CHF | 100.00% | 100.00% |
10.05.2024 | 1.81% | 98.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'865 CHF | 502'865 CHF | 99.84% | 99.84% |
08.05.2024 | 1.83% | 97.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'895 CHF | 496'895 CHF | 97.91% | 97.91% |
07.05.2024 | 1.83% | 97.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'465 CHF | 496'465 CHF | 99.64% | 99.64% |
06.05.2024 | 1.84% | 97.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'063 CHF | 494'063 CHF | 100.00% | 100.00% |
03.05.2024 | 1.84% | 97.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'690 CHF | 492'690 CHF | 100.00% | 100.00% |
02.05.2024 | 1.84% | 96.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'467 CHF | 494'467 CHF | 100.00% | 100.00% |
30.04.2024 | 1.84% | 97.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'409 CHF | 494'409 CHF | 99.59% | 99.59% |
29.04.2024 | 1.84% | 97.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'496 CHF | 494'496 CHF | 100.00% | 100.00% |