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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.49% | 91.65 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'764 CHF | 459'014 CHF | 99.37% | 99.37% |
13.05.2024 | 0.49% | 92.90 % | 93.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'610 CHF | 464'860 CHF | 98.94% | 98.94% |
10.05.2024 | 0.49% | 92.00 % | 92.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'560 CHF | 463'810 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 90.95 % | 91.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'059 CHF | 457'309 CHF | 99.37% | 99.37% |
07.05.2024 | 0.50% | 90.90 % | 91.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'524 CHF | 453'774 CHF | 94.77% | 94.77% |
06.05.2024 | 0.50% | 89.85 % | 90.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'183 CHF | 450'433 CHF | 99.37% | 99.37% |
03.05.2024 | 0.51% | 89.10 % | 89.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'284 CHF | 444'534 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 87.60 % | 88.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'828 CHF | 449'078 CHF | 99.37% | 99.37% |
30.04.2024 | 0.50% | 90.30 % | 90.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'657 CHF | 452'907 CHF | 99.38% | 99.38% |
29.04.2024 | 0.49% | 90.65 % | 91.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'955 CHF | 457'205 CHF | 99.36% | 99.36% |