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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'101 CHF | 490'601 CHF | 99.42% | 99.42% |
10.05.2024 | 0.51% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'401 CHF | 489'901 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'983 CHF | 488'483 CHF | 100.00% | 100.00% |
07.05.2024 | 0.51% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'428 CHF | 488'928 CHF | 100.00% | 100.00% |
06.05.2024 | 0.52% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'686 CHF | 485'186 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'588 CHF | 485'088 CHF | 99.85% | 99.85% |
02.05.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'313 CHF | 481'813 CHF | 100.00% | 100.00% |
30.04.2024 | 0.52% | 95.10 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'952 CHF | 480'452 CHF | 95.93% | 95.93% |
29.04.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'119 CHF | 479'619 CHF | 100.00% | 100.00% |
26.04.2024 | 0.52% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'673 CHF | 482'173 CHF | 100.00% | 100.00% |