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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.30% | 81.68 % | 81.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 409'417 CHF | 410'667 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 81.28 % | 81.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'967 CHF | 409'217 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 81.18 % | 81.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'706 CHF | 405'952 CHF | 99.56% | 99.56% |
06.05.2024 | 0.31% | 80.78 % | 81.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'276 CHF | 406'526 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 81.08 % | 81.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'182 CHF | 406'425 CHF | 99.99% | 99.99% |
02.05.2024 | 0.31% | 80.38 % | 80.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'628 CHF | 404'875 CHF | 100.00% | 100.00% |
30.04.2024 | 0.31% | 80.28 % | 80.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'052 CHF | 403'302 CHF | 99.22% | 99.22% |
29.04.2024 | 0.31% | 81.18 % | 81.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'531 CHF | 408'779 CHF | 100.00% | 100.00% |
26.04.2024 | 0.31% | 81.58 % | 81.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'789 CHF | 407'039 CHF | 99.44% | 99.44% |
25.04.2024 | 0.31% | 79.88 % | 80.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'113 CHF | 402'363 CHF | 100.00% | 100.00% |