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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.52% | 85.80 % | 86.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'978 CHF | 433'228 CHF | 99.37% | 99.37% |
21.05.2024 | 0.52% | 85.80 % | 86.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'715 CHF | 432'965 CHF | 99.28% | 99.28% |
17.05.2024 | 0.52% | 85.95 % | 86.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'027 CHF | 430'277 CHF | 99.22% | 99.22% |
16.05.2024 | 0.52% | 86.00 % | 86.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'348 CHF | 436'598 CHF | 99.37% | 99.37% |
15.05.2024 | 0.52% | 86.25 % | 86.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'003 CHF | 435'253 CHF | 99.37% | 99.37% |
14.05.2024 | 0.52% | 87.00 % | 87.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'365 CHF | 436'615 CHF | 99.38% | 99.38% |
13.05.2024 | 0.52% | 85.70 % | 86.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'609 CHF | 430'858 CHF | 98.64% | 98.64% |
10.05.2024 | 0.49% | 84.80 % | 85.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'064 CHF | 425'123 CHF | 99.38% | 99.38% |
08.05.2024 | 0.49% | 83.15 % | 83.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'476 CHF | 412'476 CHF | 99.37% | 99.37% |
07.05.2024 | 0.50% | 80.85 % | 81.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'396 CHF | 402'396 CHF | 99.38% | 99.38% |