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 | 0.43% | 93.40 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'681 CHF | 467'681 CHF | 98.94% | 98.94% |
13.05.2024 | 0.43% | 93.30 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'332 CHF | 468'332 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 93.30 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'031 CHF | 469'031 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 93.20 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'924 CHF | 467'924 CHF | 98.26% | 98.26% |
07.05.2024 | 0.25% | 92.89 % | 93.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'970 CHF | 465'115 CHF | 99.43% | 99.43% |
06.05.2024 | 0.43% | 92.30 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'482 CHF | 463'482 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 92.30 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'104 CHF | 461'104 CHF | 100.00% | 100.00% |
02.05.2024 | 0.44% | 91.10 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'565 CHF | 457'565 CHF | 100.00% | 100.00% |
30.04.2024 | 0.44% | 91.10 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'748 CHF | 457'748 CHF | 99.24% | 99.24% |
29.04.2024 | 0.44% | 91.10 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'191 CHF | 460'191 CHF | 100.00% | 100.00% |