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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.51% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'751 CHF | 496'251 CHF | 98.83% | 98.83% |
10.05.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'190 CHF | 491'690 CHF | 99.38% | 99.38% |
08.05.2024 | 0.52% | 96.25 % | 96.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'178 CHF | 483'678 CHF | 99.38% | 99.38% |
07.05.2024 | 0.49% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'983 CHF | 475'294 CHF | 97.39% | 97.39% |
06.05.2024 | 0.50% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'841 CHF | 476'222 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 94.50 % | 94.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'702 CHF | 476'051 CHF | 99.35% | 99.35% |
02.05.2024 | 0.48% | 94.15 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'907 CHF | 474'157 CHF | 99.34% | 99.34% |
30.04.2024 | 0.52% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'673 CHF | 478'173 CHF | 99.37% | 99.37% |
29.04.2024 | 0.50% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'781 CHF | 476'177 CHF | 99.38% | 99.38% |
26.04.2024 | 0.48% | 94.05 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'554 CHF | 472'804 CHF | 99.37% | 99.37% |