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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.49% | 85.05 % | 85.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'591 CHF | 425'679 CHF | 98.95% | 98.95% |
10.05.2024 | 0.47% | 84.30 % | 84.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'621 CHF | 424'621 CHF | 99.38% | 99.38% |
08.05.2024 | 0.48% | 83.30 % | 83.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'573 CHF | 418'573 CHF | 99.36% | 99.36% |
07.05.2024 | 0.48% | 83.20 % | 83.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'648 CHF | 415'648 CHF | 94.75% | 94.75% |
06.05.2024 | 0.49% | 82.35 % | 82.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'777 CHF | 412'777 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 81.75 % | 82.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 406'233 CHF | 408'233 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 80.65 % | 81.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'432 CHF | 412'432 CHF | 99.38% | 99.38% |
30.04.2024 | 0.48% | 82.90 % | 83.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'478 CHF | 415'478 CHF | 99.38% | 99.38% |
29.04.2024 | 0.48% | 83.15 % | 83.55 % | 500'000 | 500'000 | 500'000 | 499'947 | 417'392 CHF | 419'347 CHF | 99.37% | 99.37% |
26.04.2024 | 0.48% | 83.05 % | 83.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'756 CHF | 415'756 CHF | 99.38% | 99.38% |