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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'640 CHF | 483'140 CHF | 98.95% | 98.95% |
10.05.2024 | 0.52% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'792 CHF | 481'292 CHF | 99.37% | 99.37% |
08.05.2024 | 0.48% | 93.40 % | 93.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'603 CHF | 469'853 CHF | 99.36% | 99.36% |
07.05.2024 | 0.49% | 93.30 % | 93.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'657 CHF | 462'907 CHF | 94.75% | 94.75% |
06.05.2024 | 0.50% | 90.90 % | 91.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'515 CHF | 453'765 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 88.90 % | 89.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'582 CHF | 438'832 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 85.30 % | 85.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'091 CHF | 453'341 CHF | 99.38% | 99.38% |
30.04.2024 | 0.49% | 92.25 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'269 CHF | 461'519 CHF | 99.37% | 99.37% |
29.04.2024 | 0.48% | 92.90 % | 93.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'269 CHF | 469'519 CHF | 99.37% | 99.37% |
26.04.2024 | 0.49% | 92.25 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'936 CHF | 459'186 CHF | 99.38% | 99.38% |