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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.48% | 93.25 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'898 CHF | 467'148 CHF | 99.38% | 99.38% |
15.05.2024 | 0.48% | 92.95 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'953 CHF | 465'203 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 92.30 % | 92.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'276 CHF | 464'526 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 91.85 % | 92.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'306 CHF | 463'556 CHF | 98.82% | 98.82% |
10.05.2024 | 0.49% | 92.25 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'038 CHF | 463'288 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 91.95 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'019 CHF | 460'269 CHF | 99.38% | 99.38% |
07.05.2024 | 0.49% | 92.45 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'119 CHF | 461'369 CHF | 97.35% | 97.35% |
06.05.2024 | 0.49% | 90.80 % | 91.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'904 CHF | 456'154 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 90.65 % | 91.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'783 CHF | 456'033 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 90.10 % | 90.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'474 CHF | 451'724 CHF | 99.34% | 99.34% |