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 | 0.50% | 90.05 % | 90.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'626 CHF | 451'876 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 90.15 % | 90.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'107 CHF | 451'357 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 89.60 % | 90.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'401 CHF | 448'651 CHF | 99.37% | 99.37% |
13.05.2024 | 0.50% | 88.75 % | 89.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'996 CHF | 449'246 CHF | 98.64% | 98.64% |
10.05.2024 | 0.51% | 89.10 % | 89.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'446 CHF | 445'696 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 87.65 % | 88.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'662 CHF | 438'912 CHF | 99.37% | 99.37% |
07.05.2024 | 0.51% | 88.25 % | 88.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'101 CHF | 443'351 CHF | 99.37% | 99.37% |
06.05.2024 | 0.51% | 87.65 % | 88.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'710 CHF | 438'960 CHF | 99.37% | 99.37% |
03.05.2024 | 0.52% | 86.95 % | 87.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'374 CHF | 437'624 CHF | 99.37% | 99.37% |
02.05.2024 | 0.52% | 85.55 % | 86.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'196 CHF | 430'446 CHF | 99.38% | 99.38% |