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% | 87.75 % | 88.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'254 CHF | 439'504 CHF | 99.37% | 99.37% |
13.05.2024 | 0.51% | 88.90 % | 89.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'809 CHF | 445'059 CHF | 98.95% | 98.95% |
10.05.2024 | 0.51% | 88.15 % | 88.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'866 CHF | 444'116 CHF | 99.38% | 99.38% |
08.05.2024 | 0.52% | 87.10 % | 87.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'755 CHF | 438'005 CHF | 99.36% | 99.36% |
07.05.2024 | 0.52% | 87.05 % | 87.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'834 CHF | 435'084 CHF | 94.75% | 94.75% |
06.05.2024 | 0.52% | 86.20 % | 86.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'950 CHF | 432'200 CHF | 99.37% | 99.37% |
03.05.2024 | 0.51% | 85.55 % | 86.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'343 CHF | 427'510 CHF | 99.38% | 99.38% |
02.05.2024 | 0.52% | 84.50 % | 84.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'652 CHF | 431'880 CHF | 99.37% | 99.37% |
30.04.2024 | 0.52% | 86.80 % | 87.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'776 CHF | 435'026 CHF | 99.37% | 99.37% |
29.04.2024 | 0.51% | 87.05 % | 87.50 % | 500'000 | 500'000 | 500'000 | 499'943 | 436'753 CHF | 438'953 CHF | 99.37% | 99.37% |