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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.49% | 82.30 % | 82.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'131 CHF | 412'131 CHF | 98.35% | 98.35% |
14.05.2024 | 0.49% | 81.10 % | 81.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'929 CHF | 405'929 CHF | 99.37% | 99.37% |
13.05.2024 | 0.49% | 82.35 % | 82.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 409'888 CHF | 411'888 CHF | 98.94% | 98.94% |
10.05.2024 | 0.49% | 81.55 % | 81.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'832 CHF | 410'832 CHF | 99.38% | 99.38% |
08.05.2024 | 0.50% | 80.45 % | 80.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'324 CHF | 404'324 CHF | 99.36% | 99.36% |
07.05.2024 | 0.50% | 80.35 % | 80.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'327 CHF | 401'327 CHF | 94.78% | 94.78% |
06.05.2024 | 0.50% | 79.50 % | 79.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'417 CHF | 398'417 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 78.85 % | 79.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 391'798 CHF | 393'798 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 77.80 % | 78.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'531 CHF | 398'531 CHF | 99.38% | 99.38% |
30.04.2024 | 0.50% | 80.10 % | 80.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'559 CHF | 401'559 CHF | 99.38% | 99.38% |