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 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'210 CHF | 489'710 CHF | 99.38% | 99.38% |
14.05.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'951 CHF | 487'451 CHF | 99.38% | 99.38% |
13.05.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'168 CHF | 485'668 CHF | 98.82% | 98.82% |
10.05.2024 | 0.52% | 96.35 % | 96.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'108 CHF | 485'608 CHF | 99.37% | 99.37% |
08.05.2024 | 0.52% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'960 CHF | 484'460 CHF | 99.38% | 99.38% |
07.05.2024 | 0.52% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'060 CHF | 481'560 CHF | 97.38% | 97.38% |
06.05.2024 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'661 CHF | 480'161 CHF | 99.38% | 99.38% |
03.05.2024 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'620 CHF | 479'120 CHF | 99.38% | 99.38% |
02.05.2024 | 0.52% | 95.75 % | 96.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'129 CHF | 481'629 CHF | 99.34% | 99.34% |
30.04.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'689 CHF | 488'189 CHF | 99.38% | 99.38% |