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 | 0.33% | 93.00 % | 93.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'565 CHF | 469'115 CHF | 98.95% | 98.95% |
13.05.2024 | 0.33% | 92.80 % | 93.11 % | 500'000 | 500'000 | 500'000 | 499'990 | 467'296 CHF | 468'837 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 94.30 % | 94.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'083 CHF | 474'633 CHF | 99.73% | 99.73% |
08.05.2024 | 0.32% | 95.00 % | 95.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'788 CHF | 480'338 CHF | 97.99% | 97.99% |
07.05.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'197 CHF | 494'743 CHF | 99.52% | 99.52% |
06.05.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'733 CHF | 497'283 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'133 CHF | 488'675 CHF | 99.53% | 99.53% |
02.05.2024 | 0.32% | 96.90 % | 97.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'092 CHF | 486'639 CHF | 100.00% | 100.00% |
30.04.2024 | 0.31% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'720 CHF | 494'270 CHF | 99.23% | 99.23% |
29.04.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'694 CHF | 495'242 CHF | 99.78% | 99.78% |