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 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'845 CHF | 488'345 CHF | 98.64% | 98.64% |
10.05.2024 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'469 CHF | 489'969 CHF | 99.38% | 99.38% |
08.05.2024 | 0.50% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'034 CHF | 496'534 CHF | 99.38% | 99.38% |
07.05.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'226 CHF | 495'726 CHF | 99.37% | 99.37% |
06.05.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'400 CHF | 492'900 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'320 CHF | 492'820 CHF | 99.38% | 99.38% |
02.05.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'186 CHF | 490'686 CHF | 99.38% | 99.38% |
30.04.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'179 CHF | 487'679 CHF | 99.38% | 99.38% |
29.04.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'504 CHF | 484'004 CHF | 98.51% | 98.51% |
26.04.2024 | 0.52% | 95.75 % | 96.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'178 CHF | 480'678 CHF | 99.37% | 99.37% |