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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.41% | 98.20 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'130 CHF | 493'130 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 97.90 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'672 CHF | 491'672 CHF | 98.15% | 98.15% |
07.05.2024 | 0.23% | 97.89 % | 98.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'006 CHF | 490'152 CHF | 99.43% | 99.43% |
06.05.2024 | 0.41% | 97.80 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'262 CHF | 490'262 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 97.30 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'394 CHF | 488'394 CHF | 100.00% | 100.00% |
02.05.2024 | 0.41% | 97.60 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'511 CHF | 488'511 CHF | 100.00% | 100.00% |
30.04.2024 | 0.41% | 96.70 % | 97.10 % | 500'000 | 500'000 | 499'472 | 499'472 | 484'941 CHF | 486'940 CHF | 99.23% | 99.23% |
29.04.2024 | 0.42% | 96.00 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'316 CHF | 481'316 CHF | 100.00% | 100.00% |
26.04.2024 | 0.42% | 95.90 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'614 CHF | 480'614 CHF | 99.69% | 99.69% |
25.04.2024 | 0.42% | 95.50 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'527 CHF | 479'527 CHF | 100.00% | 100.00% |