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 | 0.52% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'378 CHF | 481'878 CHF | 99.38% | 99.38% |
15.05.2024 | 0.52% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'331 CHF | 478'831 CHF | 98.35% | 98.35% |
14.05.2024 | 0.52% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'811 CHF | 480'311 CHF | 99.37% | 99.37% |
13.05.2024 | 0.52% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'593 CHF | 480'093 CHF | 98.94% | 98.94% |
10.05.2024 | 0.52% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'476 CHF | 477'943 CHF | 99.37% | 99.37% |
08.05.2024 | 0.48% | 94.30 % | 94.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'593 CHF | 470'843 CHF | 99.37% | 99.37% |
07.05.2024 | 0.49% | 92.60 % | 93.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'390 CHF | 462'640 CHF | 94.77% | 94.77% |
06.05.2024 | 0.48% | 91.90 % | 92.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'421 CHF | 466'671 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 92.30 % | 92.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'697 CHF | 464'947 CHF | 99.37% | 99.37% |
02.05.2024 | 0.49% | 92.20 % | 92.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'266 CHF | 463'516 CHF | 99.38% | 99.38% |