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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.50% | 79.55 % | 79.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'366 CHF | 398'366 CHF | 98.35% | 98.35% |
14.05.2024 | 0.51% | 78.40 % | 78.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 390'370 CHF | 392'370 CHF | 99.37% | 99.37% |
13.05.2024 | 0.50% | 79.60 % | 80.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'147 CHF | 398'147 CHF | 98.94% | 98.94% |
10.05.2024 | 0.50% | 78.80 % | 79.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'094 CHF | 397'094 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 77.75 % | 78.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 388'790 CHF | 390'790 CHF | 99.36% | 99.36% |
07.05.2024 | 0.52% | 77.65 % | 78.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 385'884 CHF | 387'884 CHF | 94.77% | 94.77% |
06.05.2024 | 0.52% | 76.80 % | 77.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 383'058 CHF | 385'058 CHF | 99.38% | 99.38% |
03.05.2024 | 0.53% | 76.20 % | 76.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'599 CHF | 380'599 CHF | 99.38% | 99.38% |
02.05.2024 | 0.52% | 75.15 % | 75.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 383'148 CHF | 385'148 CHF | 99.37% | 99.37% |
30.04.2024 | 0.52% | 77.40 % | 77.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 386'093 CHF | 388'093 CHF | 99.37% | 99.37% |