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 | 0.52% | 87.15 % | 87.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'266 CHF | 436'516 CHF | 99.37% | 99.37% |
13.05.2024 | 0.51% | 88.45 % | 88.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'292 CHF | 442'542 CHF | 98.94% | 98.94% |
10.05.2024 | 0.51% | 87.60 % | 88.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'226 CHF | 441'476 CHF | 99.37% | 99.37% |
08.05.2024 | 0.52% | 86.50 % | 86.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'597 CHF | 434'847 CHF | 99.36% | 99.36% |
07.05.2024 | 0.52% | 86.40 % | 86.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'465 CHF | 431'715 CHF | 94.74% | 94.74% |
06.05.2024 | 0.53% | 85.50 % | 85.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'403 CHF | 428'647 CHF | 99.37% | 99.37% |
03.05.2024 | 0.48% | 84.80 % | 85.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'640 CHF | 423'680 CHF | 99.38% | 99.38% |
02.05.2024 | 0.51% | 83.70 % | 84.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'442 CHF | 428'636 CHF | 99.38% | 99.38% |
30.04.2024 | 0.52% | 86.10 % | 86.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'569 CHF | 431'819 CHF | 99.37% | 99.37% |
29.04.2024 | 0.52% | 86.45 % | 86.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'839 CHF | 436'089 CHF | 99.36% | 99.36% |