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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.52% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 499'938 | 475'062 CHF | 477'475 CHF | 98.35% | 98.35% |
14.05.2024 | 0.48% | 94.15 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'528 CHF | 471'778 CHF | 99.37% | 99.37% |
13.05.2024 | 0.51% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'387 CHF | 476'817 CHF | 98.95% | 98.95% |
10.05.2024 | 0.50% | 94.45 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'502 CHF | 475'866 CHF | 99.38% | 99.38% |
08.05.2024 | 0.48% | 93.55 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'093 CHF | 470'343 CHF | 99.36% | 99.36% |
07.05.2024 | 0.48% | 93.50 % | 93.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'048 CHF | 467'298 CHF | 94.75% | 94.75% |
06.05.2024 | 0.49% | 92.60 % | 93.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'020 CHF | 464'270 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 91.95 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'554 CHF | 458'804 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 90.50 % | 90.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'739 CHF | 462'989 CHF | 99.37% | 99.37% |
30.04.2024 | 0.48% | 93.05 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'325 CHF | 466'575 CHF | 99.38% | 99.38% |