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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.32% | 96.30 % | 96.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'643 CHF | 481'193 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 94.20 % | 94.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'856 CHF | 470'406 CHF | 98.26% | 98.26% |
07.05.2024 | 0.33% | 93.60 % | 93.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'437 CHF | 471'983 CHF | 99.43% | 99.43% |
06.05.2024 | 0.95% | 93.10 % | 93.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'299 CHF | 464'695 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 91.40 % | 92.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'878 CHF | 462'421 CHF | 100.00% | 100.00% |
02.05.2024 | 0.99% | 91.40 % | 92.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'404 CHF | 461'951 CHF | 99.99% | 99.99% |
30.04.2024 | 0.70% | 91.40 % | 92.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'985 CHF | 465'244 CHF | 99.23% | 99.23% |
29.04.2024 | 0.99% | 91.10 % | 92.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'267 CHF | 459'815 CHF | 100.00% | 100.00% |
26.04.2024 | 0.99% | 90.80 % | 91.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'953 CHF | 460'503 CHF | 99.68% | 99.68% |
25.04.2024 | 1.13% | 88.50 % | 89.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'536 CHF | 449'586 CHF | 100.00% | 100.00% |