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 | 0.23% | 97.69 % | 97.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'016 CHF | 490'166 CHF | 98.94% | 98.94% |
13.05.2024 | 0.23% | 97.79 % | 98.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'989 CHF | 490'139 CHF | 100.00% | 100.00% |
10.05.2024 | 0.23% | 97.99 % | 98.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'716 CHF | 490'866 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 97.59 % | 97.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'975 CHF | 489'125 CHF | 98.15% | 98.15% |
07.05.2024 | 0.24% | 97.49 % | 97.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'200 CHF | 488'354 CHF | 99.53% | 99.53% |
06.05.2024 | 0.24% | 97.19 % | 97.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'893 CHF | 487'043 CHF | 100.00% | 100.00% |
03.05.2024 | 0.24% | 97.29 % | 97.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'095 CHF | 486'253 CHF | 100.00% | 100.00% |
02.05.2024 | 0.24% | 96.79 % | 97.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'145 CHF | 486'298 CHF | 100.00% | 100.00% |
30.04.2024 | 0.24% | 97.29 % | 97.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'627 CHF | 487'777 CHF | 99.23% | 99.23% |
29.04.2024 | 0.24% | 97.19 % | 97.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'069 CHF | 487'221 CHF | 100.00% | 100.00% |