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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.58% | 87.88 % | 88.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'158 CHF | 428'658 CHF | 98.75% | 98.75% |
13.05.2024 | 0.61% | 84.62 % | 85.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 409'940 CHF | 412'440 CHF | 87.03% | 87.03% |
10.05.2024 | 0.61% | 80.39 % | 80.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'128 CHF | 413'628 CHF | 100.00% | 100.00% |
08.05.2024 | 0.60% | 81.73 % | 82.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'073 CHF | 415'573 CHF | 79.21% | 79.21% |
07.05.2024 | 0.58% | 86.00 % | 86.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'332 CHF | 430'832 CHF | 99.96% | 99.96% |
06.05.2024 | 0.57% | 87.59 % | 88.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'795 CHF | 443'295 CHF | 100.00% | 100.00% |
03.05.2024 | 0.59% | 84.33 % | 84.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'098 CHF | 427'598 CHF | 100.00% | 100.00% |
02.05.2024 | 0.58% | 84.33 % | 84.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'227 CHF | 428'727 CHF | 100.00% | 100.00% |
30.04.2024 | 0.66% | 74.66 % | 75.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 377'888 CHF | 380'388 CHF | 99.85% | 99.85% |
29.04.2024 | 0.67% | 72.96 % | 73.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 373'533 CHF | 376'033 CHF | 98.60% | 98.60% |