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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.06.2024 | 0.84% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'681 CHF | 480'681 CHF | 99.28% | 99.28% |
12.06.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'907 CHF | 483'907 CHF | 100.00% | 100.00% |
11.06.2024 | 0.82% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'909 CHF | 486'909 CHF | 100.00% | 100.00% |
10.06.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'951 CHF | 489'951 CHF | 100.00% | 100.00% |
07.06.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'096 CHF | 491'096 CHF | 100.00% | 100.00% |
05.06.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'293 CHF | 491'293 CHF | 99.80% | 99.80% |
04.06.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'147 CHF | 492'147 CHF | 100.00% | 100.00% |
03.06.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'441 CHF | 493'441 CHF | 100.00% | 100.00% |
31.05.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'564 CHF | 497'564 CHF | 99.94% | 99.94% |
30.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'011 CHF | 507'011 CHF | 100.00% | 100.00% |