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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.32% | 97.60 % | 97.90 % | 500'000 | 500'000 | 494'867 | 494'867 | 482'934 CHF | 484'422 CHF | 98.00% | 98.00% |
07.05.2024 | 0.32% | 98.10 % | 98.40 % | 500'000 | 500'000 | 494'946 | 494'946 | 482'211 CHF | 483'698 CHF | 99.54% | 99.54% |
06.05.2024 | 0.32% | 96.70 % | 97.00 % | 500'000 | 500'000 | 494'970 | 494'970 | 479'532 CHF | 481'019 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 96.50 % | 96.80 % | 500'000 | 500'000 | 494'969 | 494'969 | 477'777 CHF | 479'264 CHF | 100.00% | 100.00% |
02.05.2024 | 0.32% | 97.10 % | 97.40 % | 500'000 | 500'000 | 494'969 | 494'969 | 483'327 CHF | 484'815 CHF | 100.00% | 100.00% |
30.04.2024 | 0.32% | 95.50 % | 95.80 % | 500'000 | 500'000 | 494'936 | 494'936 | 474'300 CHF | 475'788 CHF | 99.23% | 99.23% |
29.04.2024 | 0.32% | 95.90 % | 96.20 % | 500'000 | 500'000 | 494'959 | 494'959 | 473'827 CHF | 475'314 CHF | 99.79% | 99.79% |
26.04.2024 | 0.32% | 95.60 % | 95.90 % | 500'000 | 500'000 | 494'946 | 494'876 | 472'261 CHF | 473'682 CHF | 99.44% | 99.44% |
25.04.2024 | 0.33% | 94.30 % | 94.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 470'104 CHF | 471'591 CHF | 99.98% | 99.98% |
24.04.2024 | 0.33% | 94.40 % | 94.70 % | 500'000 | 500'000 | 494'955 | 494'955 | 470'126 CHF | 471'613 CHF | 99.72% | 99.72% |