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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'776 CHF | 488'276 CHF | 99.38% | 99.38% |
14.05.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'434 CHF | 490'934 CHF | 99.37% | 99.37% |
13.05.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'967 CHF | 488'467 CHF | 98.65% | 98.65% |
10.05.2024 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'911 CHF | 488'411 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'376 CHF | 486'876 CHF | 99.37% | 99.37% |
07.05.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'034 CHF | 485'534 CHF | 99.37% | 99.37% |
06.05.2024 | 0.52% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'791 CHF | 486'291 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'765 CHF | 489'265 CHF | 99.36% | 99.36% |
02.05.2024 | 0.52% | 95.95 % | 96.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'921 CHF | 482'421 CHF | 99.38% | 99.38% |
30.04.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'745 CHF | 485'245 CHF | 99.37% | 99.37% |