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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'165 CHF | 490'665 CHF | 100.00% | 100.00% |
07.05.2024 | 0.61% | 97.60 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'354 CHF | 489'354 CHF | 100.00% | 100.00% |
06.05.2024 | 0.62% | 96.95 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'668 CHF | 487'668 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 96.60 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'224 CHF | 484'724 CHF | 99.87% | 99.87% |
02.05.2024 | 0.57% | 95.65 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'207 CHF | 485'957 CHF | 100.00% | 100.00% |
30.04.2024 | 0.56% | 97.20 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'929 CHF | 488'679 CHF | 95.93% | 95.93% |
29.04.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'565 CHF | 490'065 CHF | 100.00% | 100.00% |
26.04.2024 | 0.57% | 97.25 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'988 CHF | 487'738 CHF | 99.93% | 99.93% |
25.04.2024 | 0.57% | 96.40 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'838 CHF | 486'588 CHF | 83.32% | 83.32% |
24.04.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'185 CHF | 489'685 CHF | 100.00% | 100.00% |