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 | 0.48% | 94.45 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'250 CHF | 472'500 CHF | 98.94% | 98.94% |
10.05.2024 | 0.49% | 94.75 % | 95.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'310 CHF | 475'623 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 94.60 % | 95.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'001 CHF | 476'373 CHF | 99.36% | 99.36% |
07.05.2024 | 0.48% | 94.25 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'495 CHF | 474'772 CHF | 94.75% | 94.75% |
06.05.2024 | 0.51% | 94.75 % | 95.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'910 CHF | 477'356 CHF | 99.37% | 99.37% |
03.05.2024 | 0.52% | 94.90 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'931 CHF | 480'431 CHF | 99.37% | 99.37% |
02.05.2024 | 0.52% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'442 CHF | 482'942 CHF | 99.37% | 99.37% |
30.04.2024 | 0.52% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'469 CHF | 482'969 CHF | 99.37% | 99.37% |
29.04.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'287 CHF | 483'787 CHF | 99.36% | 99.36% |
26.04.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'798 CHF | 479'298 CHF | 99.38% | 99.38% |