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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.84% | 96.70 % | 97.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'702 CHF | 486'752 CHF | 99.43% | 99.43% |
14.05.2024 | 0.83% | 97.00 % | 97.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'019 CHF | 489'069 CHF | 98.96% | 98.96% |
13.05.2024 | 0.83% | 96.80 % | 97.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'966 CHF | 488'016 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 96.70 % | 97.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'379 CHF | 488'429 CHF | 99.84% | 99.84% |
08.05.2024 | 0.84% | 96.10 % | 96.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'265 CHF | 484'315 CHF | 98.15% | 98.15% |
07.05.2024 | 0.84% | 95.80 % | 96.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'517 CHF | 482'563 CHF | 99.44% | 99.44% |
06.05.2024 | 0.84% | 95.40 % | 96.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'628 CHF | 481'678 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 95.50 % | 96.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'048 CHF | 484'090 CHF | 99.98% | 99.98% |
02.05.2024 | 0.85% | 94.60 % | 95.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'504 CHF | 477'551 CHF | 100.00% | 100.00% |
30.04.2024 | 0.85% | 94.40 % | 95.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'271 CHF | 479'321 CHF | 99.59% | 99.59% |