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 | 0.35% | 88.00 % | 88.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'957 CHF | 440'507 CHF | 98.93% | 98.93% |
13.05.2024 | 0.35% | 89.10 % | 89.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'209 CHF | 442'759 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 86.40 % | 86.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'102 CHF | 433'652 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 86.10 % | 86.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'557 CHF | 431'107 CHF | 98.26% | 98.26% |
07.05.2024 | 0.36% | 86.50 % | 86.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'442 CHF | 433'988 CHF | 99.45% | 99.45% |
06.05.2024 | 0.60% | 83.80 % | 84.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'839 CHF | 420'339 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 84.70 % | 85.20 % | 500'000 | 500'000 | 499'738 | 499'738 | 422'674 CHF | 424'926 CHF | 99.32% | 99.32% |
02.05.2024 | 0.36% | 85.70 % | 86.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'041 CHF | 425'588 CHF | 99.22% | 99.22% |
30.04.2024 | 0.38% | 81.00 % | 81.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'154 CHF | 406'704 CHF | 99.23% | 99.23% |
29.04.2024 | 0.38% | 82.10 % | 82.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 409'908 CHF | 411'456 CHF | 100.00% | 100.00% |