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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.89% | 89.70 % | 90.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'556 CHF | 453'556 CHF | 99.44% | 99.44% |
06.05.2024 | 0.88% | 90.40 % | 91.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'131 CHF | 454'131 CHF | 100.00% | 100.00% |
03.05.2024 | 0.89% | 89.90 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'422 CHF | 453'422 CHF | 99.99% | 99.99% |
02.05.2024 | 0.88% | 90.70 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'675 CHF | 457'675 CHF | 100.00% | 100.00% |
30.04.2024 | 0.87% | 91.70 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'952 CHF | 460'952 CHF | 99.24% | 99.24% |
29.04.2024 | 0.88% | 90.60 % | 91.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'961 CHF | 454'961 CHF | 99.79% | 99.79% |
26.04.2024 | 0.87% | 91.60 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'492 CHF | 461'492 CHF | 99.44% | 99.44% |
25.04.2024 | 0.87% | 91.40 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'119 CHF | 461'119 CHF | 99.99% | 99.99% |
24.04.2024 | 0.85% | 92.20 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'763 CHF | 472'763 CHF | 99.51% | 99.51% |
23.04.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'770 CHF | 479'770 CHF | 100.00% | 100.00% |