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 | 0.50% | 88.90 % | 89.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'611 CHF | 446'861 CHF | 99.37% | 99.37% |
15.05.2024 | 0.51% | 88.90 % | 89.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'183 CHF | 443'433 CHF | 98.35% | 98.35% |
14.05.2024 | 0.51% | 88.35 % | 88.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'910 CHF | 445'160 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 88.40 % | 88.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'980 CHF | 445'230 CHF | 98.94% | 98.94% |
10.05.2024 | 0.51% | 88.60 % | 89.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'420 CHF | 443'670 CHF | 99.38% | 99.38% |
08.05.2024 | 0.52% | 87.55 % | 88.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'765 CHF | 437'015 CHF | 99.36% | 99.36% |
07.05.2024 | 0.52% | 85.95 % | 86.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'659 CHF | 429'909 CHF | 94.77% | 94.77% |
06.05.2024 | 0.52% | 85.45 % | 85.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'289 CHF | 433'539 CHF | 99.38% | 99.38% |
03.05.2024 | 0.52% | 85.80 % | 86.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'037 CHF | 432'287 CHF | 99.37% | 99.37% |
02.05.2024 | 0.52% | 85.75 % | 86.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'951 CHF | 431'201 CHF | 99.38% | 99.38% |