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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.54% | 91.02 % | 91.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'840 CHF | 464'340 CHF | 60.49% | 60.49% |
10.05.2024 | 0.53% | 92.59 % | 93.09 % | 500'000 | 500'000 | 500'000 | 499'969 | 467'806 CHF | 470'276 CHF | 95.38% | 95.38% |
08.05.2024 | 0.53% | 93.69 % | 94.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'807 CHF | 476'307 CHF | 81.85% | 81.85% |
07.05.2024 | 0.50% | 98.99 % | 99.49 % | 500'000 | 500'000 | 500'000 | 499'997 | 497'248 CHF | 499'746 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 100.21 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'355 CHF | 504'855 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 98.86 % | 99.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'310 CHF | 492'810 CHF | 99.79% | 99.79% |
02.05.2024 | 0.51% | 97.83 % | 98.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'110 CHF | 491'610 CHF | 100.00% | 100.00% |
30.04.2024 | 0.50% | 98.31 % | 98.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'662 CHF | 500'162 CHF | 100.00% | 100.00% |
29.04.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'464 CHF | 502'964 CHF | 100.00% | 100.00% |
26.04.2024 | 0.51% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'225 CHF | 495'725 CHF | 97.86% | 97.86% |