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 | 0.47% | 84.45 % | 84.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'876 CHF | 422'876 CHF | 98.35% | 98.35% |
14.05.2024 | 0.48% | 83.25 % | 83.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'750 CHF | 416'750 CHF | 99.37% | 99.37% |
13.05.2024 | 0.47% | 84.50 % | 84.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'587 CHF | 422'587 CHF | 98.95% | 98.95% |
10.05.2024 | 0.48% | 83.65 % | 84.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 419'525 CHF | 421'525 CHF | 99.37% | 99.37% |
08.05.2024 | 0.48% | 82.60 % | 83.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'124 CHF | 415'124 CHF | 99.36% | 99.36% |
07.05.2024 | 0.49% | 82.55 % | 82.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'150 CHF | 412'150 CHF | 94.74% | 94.74% |
06.05.2024 | 0.49% | 81.65 % | 82.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'220 CHF | 409'220 CHF | 99.37% | 99.37% |
03.05.2024 | 0.50% | 81.00 % | 81.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'596 CHF | 404'596 CHF | 99.37% | 99.37% |
02.05.2024 | 0.49% | 79.90 % | 80.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'101 CHF | 409'101 CHF | 99.37% | 99.37% |
30.04.2024 | 0.49% | 82.25 % | 82.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'177 CHF | 412'177 CHF | 99.38% | 99.38% |