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 | 0.87% | 83.29 % | 84.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'420 CHF | 419'070 CHF | 98.94% | 98.94% |
13.05.2024 | 0.87% | 83.39 % | 84.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'397 CHF | 419'047 CHF | 100.00% | 100.00% |
10.05.2024 | 0.87% | 82.49 % | 83.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'096 CHF | 419'746 CHF | 100.00% | 100.00% |
08.05.2024 | 0.88% | 83.39 % | 84.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'430 CHF | 417'080 CHF | 98.15% | 98.15% |
07.05.2024 | 0.89% | 82.09 % | 82.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'126 CHF | 410'772 CHF | 99.44% | 99.44% |
06.05.2024 | 0.90% | 80.89 % | 81.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'909 CHF | 409'559 CHF | 100.00% | 100.00% |
03.05.2024 | 0.90% | 80.69 % | 81.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'599 CHF | 408'241 CHF | 100.00% | 100.00% |
02.05.2024 | 0.44% | 81.99 % | 82.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'637 CHF | 416'463 CHF | 100.00% | 100.00% |
30.04.2024 | 0.40% | 86.49 % | 86.72 % | 500'000 | 500'000 | 426'768 | 426'768 | 369'830 CHF | 371'102 CHF | 99.22% | 99.22% |
29.04.2024 | 0.25% | 91.99 % | 92.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'050 CHF | 461'197 CHF | 100.00% | 100.00% |