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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.50% | 90.05 % | 90.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'978 CHF | 451'228 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 90.00 % | 90.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'057 CHF | 449'307 CHF | 99.37% | 99.37% |
06.05.2024 | 0.50% | 89.40 % | 89.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'013 CHF | 450'263 CHF | 99.37% | 99.37% |
03.05.2024 | 0.50% | 89.05 % | 89.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'562 CHF | 446'812 CHF | 99.37% | 99.37% |
02.05.2024 | 0.51% | 87.00 % | 87.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'523 CHF | 438'773 CHF | 99.38% | 99.38% |
30.04.2024 | 0.51% | 86.95 % | 87.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'977 CHF | 440'227 CHF | 99.38% | 99.38% |
29.04.2024 | 0.51% | 87.85 % | 88.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'253 CHF | 443'503 CHF | 98.51% | 98.51% |
26.04.2024 | 0.51% | 88.25 % | 88.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'930 CHF | 440'180 CHF | 99.37% | 99.37% |
25.04.2024 | 0.52% | 86.90 % | 87.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'089 CHF | 435'339 CHF | 96.35% | 96.35% |
24.04.2024 | 0.51% | 87.90 % | 88.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'241 CHF | 443'491 CHF | 99.37% | 99.37% |