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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.54% | 92.46 % | 92.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'326 CHF | 462'826 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 90.79 % | 91.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'797 CHF | 455'297 CHF | 100.00% | 100.00% |
13.05.2024 | 0.55% | 91.60 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'811 CHF | 459'311 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 90.95 % | 91.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'030 CHF | 458'530 CHF | 100.00% | 100.00% |
08.05.2024 | 0.55% | 89.84 % | 90.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'476 CHF | 451'976 CHF | 100.00% | 100.00% |
07.05.2024 | 0.56% | 89.67 % | 90.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'601 CHF | 448'101 CHF | 100.00% | 100.00% |
06.05.2024 | 0.56% | 88.65 % | 89.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'532 CHF | 445'032 CHF | 100.00% | 100.00% |
03.05.2024 | 0.57% | 88.01 % | 88.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'869 CHF | 440'369 CHF | 99.99% | 99.99% |
02.05.2024 | 0.56% | 86.88 % | 87.38 % | 500'000 | 500'000 | 500'000 | 499'991 | 441'589 CHF | 444'082 CHF | 100.00% | 100.00% |
30.04.2024 | 0.56% | 88.86 % | 89.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'683 CHF | 446'183 CHF | 100.00% | 100.00% |