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 | 0.51% | 98.34 % | 98.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'384 CHF | 493'884 CHF | 100.00% | 100.00% |
13.05.2024 | 0.51% | 97.77 % | 98.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'800 CHF | 491'300 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 97.22 % | 97.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'901 CHF | 488'401 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 96.65 % | 97.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'676 CHF | 483'176 CHF | 100.00% | 100.00% |
07.05.2024 | 0.52% | 95.48 % | 95.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'612 CHF | 478'112 CHF | 100.00% | 100.00% |
06.05.2024 | 0.52% | 95.22 % | 95.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'143 CHF | 478'643 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 94.66 % | 95.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'433 CHF | 475'933 CHF | 100.00% | 100.00% |
02.05.2024 | 0.53% | 93.80 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'408 CHF | 471'908 CHF | 100.00% | 100.00% |
30.04.2024 | 0.53% | 93.85 % | 94.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'764 CHF | 474'264 CHF | 100.00% | 100.00% |
29.04.2024 | 0.53% | 94.35 % | 94.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'881 CHF | 475'381 CHF | 98.60% | 98.60% |