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% | 89.35 % | 89.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'035 CHF | 445'285 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 88.20 % | 88.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'985 CHF | 440'235 CHF | 98.82% | 98.82% |
10.05.2024 | 0.52% | 87.45 % | 87.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'401 CHF | 435'651 CHF | 99.37% | 99.37% |
08.05.2024 | 0.52% | 86.60 % | 87.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'700 CHF | 435'950 CHF | 99.38% | 99.38% |
07.05.2024 | 0.52% | 87.00 % | 87.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'772 CHF | 435'022 CHF | 97.35% | 97.35% |
06.05.2024 | 0.52% | 85.70 % | 86.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'679 CHF | 429'929 CHF | 99.38% | 99.38% |
03.05.2024 | 0.52% | 85.75 % | 86.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'523 CHF | 428'750 CHF | 99.38% | 99.38% |
02.05.2024 | 0.52% | 84.65 % | 85.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'743 CHF | 428'961 CHF | 99.34% | 99.34% |
30.04.2024 | 0.50% | 85.65 % | 86.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'827 CHF | 426'970 CHF | 99.38% | 99.38% |
29.04.2024 | 0.52% | 86.20 % | 86.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'583 CHF | 429'833 CHF | 99.38% | 99.38% |