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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.84% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'807 CHF | 478'807 CHF | 97.94% | 97.94% |
06.05.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'314 CHF | 482'314 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'086 CHF | 481'086 CHF | 99.99% | 99.99% |
02.05.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'841 CHF | 482'841 CHF | 100.00% | 100.00% |
30.04.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'986 CHF | 484'986 CHF | 97.78% | 97.78% |
29.04.2024 | 0.83% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'782 CHF | 481'782 CHF | 100.00% | 100.00% |
26.04.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'371 CHF | 486'371 CHF | 99.44% | 99.44% |
25.04.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'810 CHF | 485'810 CHF | 100.00% | 100.00% |
24.04.2024 | 0.81% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'949 CHF | 494'949 CHF | 99.28% | 99.28% |
23.04.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'472 CHF | 499'472 CHF | 99.72% | 99.72% |