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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'950 CHF | 488'950 CHF | 98.15% | 98.15% |
07.05.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'799 CHF | 488'799 CHF | 99.44% | 99.44% |
06.05.2024 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'499 CHF | 479'499 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'467 CHF | 479'467 CHF | 100.00% | 100.00% |
02.05.2024 | 0.85% | 93.80 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'840 CHF | 472'840 CHF | 100.00% | 100.00% |
30.04.2024 | 0.85% | 93.60 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'351 CHF | 474'351 CHF | 99.58% | 99.58% |
29.04.2024 | 0.85% | 94.20 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'639 CHF | 472'639 CHF | 100.00% | 100.00% |
26.04.2024 | 0.85% | 93.00 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'916 CHF | 469'916 CHF | 99.68% | 99.68% |
25.04.2024 | 0.86% | 92.20 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'295 CHF | 467'295 CHF | 100.00% | 100.00% |
24.04.2024 | 0.86% | 92.70 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'557 CHF | 469'557 CHF | 99.74% | 99.74% |