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% | 96.25 % | 96.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'728 CHF | 482'228 CHF | 94.75% | 94.75% |
06.05.2024 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'048 CHF | 481'548 CHF | 99.37% | 99.37% |
03.05.2024 | 0.52% | 95.75 % | 96.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'620 CHF | 483'120 CHF | 99.36% | 99.36% |
02.05.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'800 CHF | 484'300 CHF | 99.37% | 99.37% |
30.04.2024 | 0.52% | 96.35 % | 96.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'731 CHF | 481'223 CHF | 99.38% | 99.38% |
29.04.2024 | 0.48% | 94.30 % | 94.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'449 CHF | 474'721 CHF | 99.37% | 99.37% |
26.04.2024 | 0.49% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'202 CHF | 475'544 CHF | 99.38% | 99.38% |
25.04.2024 | 0.50% | 95.05 % | 95.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'691 CHF | 476'051 CHF | 99.37% | 99.37% |
24.04.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'116 CHF | 480'616 CHF | 99.37% | 99.37% |
23.04.2024 | 0.51% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'472 CHF | 477'923 CHF | 99.38% | 99.38% |