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 | 0.52% | 75.40 % | 75.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 378'537 CHF | 380'517 CHF | 98.23% | 98.23% |
06.05.2024 | 0.52% | 76.90 % | 77.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 382'328 CHF | 384'328 CHF | 99.38% | 99.38% |
03.05.2024 | 0.52% | 76.40 % | 76.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 381'905 CHF | 383'905 CHF | 99.37% | 99.37% |
02.05.2024 | 0.51% | 77.45 % | 77.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 388'226 CHF | 390'226 CHF | 99.37% | 99.37% |
30.04.2024 | 0.51% | 78.85 % | 79.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'050 CHF | 395'050 CHF | 98.26% | 98.26% |
29.04.2024 | 0.52% | 77.65 % | 78.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 385'199 CHF | 387'199 CHF | 98.50% | 98.50% |
26.04.2024 | 0.50% | 79.25 % | 79.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'355 CHF | 398'355 CHF | 99.37% | 99.37% |
25.04.2024 | 0.51% | 79.10 % | 79.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'041 CHF | 397'041 CHF | 96.34% | 96.34% |
24.04.2024 | 0.48% | 79.60 % | 80.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'120 CHF | 414'120 CHF | 99.37% | 99.37% |
23.04.2024 | 0.52% | 85.75 % | 86.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'094 CHF | 431'344 CHF | 99.39% | 99.39% |