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% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'045 CHF | 489'545 CHF | 99.37% | 99.37% |
13.05.2024 | 0.52% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'082 CHF | 486'582 CHF | 98.65% | 98.65% |
10.05.2024 | 0.51% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'069 CHF | 488'569 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'625 CHF | 493'125 CHF | 99.37% | 99.37% |
07.05.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'155 CHF | 493'655 CHF | 99.38% | 99.38% |
06.05.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'765 CHF | 491'265 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'673 CHF | 492'173 CHF | 99.38% | 99.38% |
02.05.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'138 CHF | 490'638 CHF | 99.38% | 99.38% |
30.04.2024 | 0.52% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'479 CHF | 485'979 CHF | 99.38% | 99.38% |
29.04.2024 | 0.52% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'310 CHF | 481'810 CHF | 98.52% | 98.52% |