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 | 1.01% | 98.40 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'376 CHF | 496'376 CHF | 99.41% | 99.41% |
14.05.2024 | 1.01% | 98.80 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'640 CHF | 498'640 CHF | 98.95% | 98.95% |
13.05.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'570 CHF | 496'570 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'392 CHF | 496'392 CHF | 99.84% | 99.84% |
08.05.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'186 CHF | 494'186 CHF | 98.15% | 98.15% |
07.05.2024 | 1.02% | 97.60 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'705 CHF | 492'705 CHF | 99.45% | 99.45% |
06.05.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'931 CHF | 491'931 CHF | 100.00% | 100.00% |
03.05.2024 | 0.87% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'569 CHF | 492'829 CHF | 99.99% | 99.99% |
02.05.2024 | 1.04% | 96.00 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'546 CHF | 485'546 CHF | 100.00% | 100.00% |
30.04.2024 | 0.83% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'839 CHF | 486'839 CHF | 99.59% | 99.59% |