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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.49% | 91.70 % | 92.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'146 CHF | 464'396 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 92.00 % | 92.45 % | 500'000 | 500'000 | 500'000 | 499'995 | 460'933 CHF | 463'178 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 92.60 % | 93.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'998 CHF | 464'248 CHF | 99.37% | 99.37% |
13.05.2024 | 0.49% | 91.30 % | 91.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'413 CHF | 458'663 CHF | 98.65% | 98.65% |
10.05.2024 | 0.50% | 90.20 % | 90.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'960 CHF | 452'210 CHF | 99.38% | 99.38% |
08.05.2024 | 0.51% | 88.70 % | 89.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'388 CHF | 440'638 CHF | 99.38% | 99.38% |
07.05.2024 | 0.51% | 86.30 % | 86.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'241 CHF | 429'421 CHF | 99.38% | 99.38% |
06.05.2024 | 0.52% | 85.80 % | 86.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'872 CHF | 431'120 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 84.45 % | 84.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'161 CHF | 423'226 CHF | 99.37% | 99.37% |
02.05.2024 | 0.48% | 82.50 % | 82.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'696 CHF | 415'696 CHF | 99.37% | 99.37% |