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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.48% | 93.80 % | 94.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'894 CHF | 471'144 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 94.30 % | 94.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'087 CHF | 475'399 CHF | 98.97% | 98.97% |
14.05.2024 | 0.48% | 94.45 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'166 CHF | 473'416 CHF | 99.38% | 99.38% |
13.05.2024 | 0.48% | 94.15 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'104 CHF | 474'356 CHF | 98.82% | 98.82% |
10.05.2024 | 0.48% | 93.40 % | 93.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'332 CHF | 470'582 CHF | 99.20% | 99.20% |
08.05.2024 | 0.49% | 91.70 % | 92.15 % | 500'000 | 500'000 | 500'000 | 499'885 | 457'590 CHF | 459'735 CHF | 99.05% | 99.05% |
07.05.2024 | 0.48% | 93.60 % | 94.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'574 CHF | 468'824 CHF | 97.38% | 97.38% |
06.05.2024 | 0.48% | 92.65 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'383 CHF | 467'633 CHF | 99.38% | 99.38% |
03.05.2024 | 0.48% | 93.30 % | 93.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'414 CHF | 468'664 CHF | 99.37% | 99.37% |
02.05.2024 | 0.49% | 91.35 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'684 CHF | 456'934 CHF | 99.35% | 99.35% |