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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'669 CHF | 494'169 CHF | 99.38% | 99.38% |
13.05.2024 | 0.52% | 96.65 % | 97.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'724 CHF | 486'224 CHF | 98.82% | 98.82% |
10.05.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'416 CHF | 485'916 CHF | 99.38% | 99.38% |
08.05.2024 | 0.52% | 96.45 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'013 CHF | 484'513 CHF | 99.38% | 99.38% |
07.05.2024 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'356 CHF | 482'856 CHF | 97.36% | 97.36% |
06.05.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'893 CHF | 480'393 CHF | 99.38% | 99.38% |
03.05.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'849 CHF | 481'349 CHF | 99.36% | 99.36% |
02.05.2024 | 0.51% | 95.00 % | 95.50 % | 500'000 | 500'000 | 499'966 | 500'000 | 474'094 CHF | 476'572 CHF | 99.34% | 99.34% |
30.04.2024 | 0.48% | 94.45 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'293 CHF | 474'569 CHF | 99.38% | 99.38% |
29.04.2024 | 0.52% | 95.05 % | 95.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'788 CHF | 477'287 CHF | 99.37% | 99.37% |