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 | 0.50% | 90.75 % | 91.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'366 CHF | 454'616 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 91.75 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'239 CHF | 459'489 CHF | 98.95% | 98.95% |
10.05.2024 | 0.49% | 91.05 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'417 CHF | 458'667 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 90.20 % | 90.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'055 CHF | 453'305 CHF | 99.36% | 99.36% |
07.05.2024 | 0.50% | 90.15 % | 90.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'423 CHF | 450'673 CHF | 94.75% | 94.75% |
06.05.2024 | 0.50% | 89.35 % | 89.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'859 CHF | 448'109 CHF | 99.37% | 99.37% |
03.05.2024 | 0.51% | 88.80 % | 89.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'452 CHF | 443'702 CHF | 99.37% | 99.37% |
02.05.2024 | 0.50% | 87.70 % | 88.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'083 CHF | 448'333 CHF | 99.20% | 99.20% |
30.04.2024 | 0.50% | 90.10 % | 90.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'662 CHF | 451'912 CHF | 99.37% | 99.37% |
29.04.2024 | 0.49% | 90.45 % | 90.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'842 CHF | 456'092 CHF | 99.37% | 99.37% |