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 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'717 CHF | 480'217 CHF | 99.37% | 99.37% |
15.05.2024 | 0.49% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'480 CHF | 475'827 CHF | 98.35% | 98.35% |
14.05.2024 | 0.52% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'228 CHF | 477'727 CHF | 99.37% | 99.37% |
13.05.2024 | 0.52% | 94.75 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'765 CHF | 477'253 CHF | 98.94% | 98.94% |
10.05.2024 | 0.48% | 94.75 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'550 CHF | 473'823 CHF | 99.38% | 99.38% |
08.05.2024 | 0.49% | 93.05 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'482 CHF | 462'732 CHF | 99.36% | 99.36% |
07.05.2024 | 0.50% | 90.20 % | 90.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'461 CHF | 448'711 CHF | 94.78% | 94.78% |
06.05.2024 | 0.50% | 88.95 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'008 CHF | 455'258 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 89.60 % | 90.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'923 CHF | 452'173 CHF | 99.37% | 99.37% |
02.05.2024 | 0.50% | 89.40 % | 89.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'411 CHF | 449'661 CHF | 99.38% | 99.38% |