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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.48% | 94.65 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'310 CHF | 474'561 CHF | 99.37% | 99.37% |
15.05.2024 | 0.48% | 94.45 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'885 CHF | 473'135 CHF | 99.38% | 99.38% |
14.05.2024 | 0.48% | 93.95 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'028 CHF | 472'278 CHF | 99.38% | 99.38% |
13.05.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'333 CHF | 471'583 CHF | 98.83% | 98.83% |
10.05.2024 | 0.48% | 93.80 % | 94.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'424 CHF | 470'674 CHF | 99.37% | 99.37% |
08.05.2024 | 0.48% | 93.50 % | 93.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'330 CHF | 468'580 CHF | 99.38% | 99.38% |
07.05.2024 | 0.48% | 93.95 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'048 CHF | 469'298 CHF | 97.38% | 97.38% |
06.05.2024 | 0.48% | 92.55 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'887 CHF | 465'137 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 92.35 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'309 CHF | 464'559 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 92.10 % | 92.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'762 CHF | 462'012 CHF | 99.34% | 99.34% |