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% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'768 CHF | 478'190 CHF | 99.37% | 99.37% |
13.05.2024 | 0.48% | 94.75 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'524 CHF | 472'795 CHF | 98.82% | 98.82% |
10.05.2024 | 0.48% | 93.90 % | 94.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'538 CHF | 467'788 CHF | 99.37% | 99.37% |
08.05.2024 | 0.48% | 93.05 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'833 CHF | 468'083 CHF | 99.38% | 99.38% |
07.05.2024 | 0.48% | 93.45 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'909 CHF | 467'159 CHF | 97.39% | 97.39% |
06.05.2024 | 0.49% | 92.00 % | 92.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'140 CHF | 461'390 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 92.00 % | 92.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'677 CHF | 459'927 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 90.80 % | 91.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'249 CHF | 460'499 CHF | 99.34% | 99.34% |
30.04.2024 | 0.49% | 91.90 % | 92.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'728 CHF | 457'978 CHF | 99.38% | 99.38% |
29.04.2024 | 0.49% | 92.55 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'142 CHF | 461'392 CHF | 99.37% | 99.37% |