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 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'021 CHF | 492'021 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'122 CHF | 492'122 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'473 CHF | 483'473 CHF | 98.15% | 98.15% |
07.05.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'118 CHF | 485'118 CHF | 99.44% | 99.44% |
06.05.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'156 CHF | 478'156 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'325 CHF | 476'325 CHF | 100.00% | 100.00% |
02.05.2024 | 0.84% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'632 CHF | 475'632 CHF | 99.99% | 99.99% |
30.04.2024 | 0.84% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'640 CHF | 478'640 CHF | 99.22% | 99.22% |
29.04.2024 | 0.85% | 93.80 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'838 CHF | 472'838 CHF | 100.00% | 100.00% |
26.04.2024 | 0.85% | 93.70 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'233 CHF | 474'233 CHF | 99.69% | 99.69% |