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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.85% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'089 CHF | 475'089 CHF | 97.94% | 97.94% |
06.05.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'920 CHF | 477'920 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'100 CHF | 476'100 CHF | 100.00% | 100.00% |
02.05.2024 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'573 CHF | 480'573 CHF | 100.00% | 100.00% |
30.04.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'066 CHF | 483'066 CHF | 97.79% | 97.79% |
29.04.2024 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'626 CHF | 478'626 CHF | 100.00% | 100.00% |
26.04.2024 | 0.83% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'638 CHF | 484'638 CHF | 99.43% | 99.43% |
25.04.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'861 CHF | 481'861 CHF | 100.00% | 100.00% |
24.04.2024 | 0.82% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'087 CHF | 491'087 CHF | 99.28% | 99.28% |
23.04.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'056 CHF | 498'056 CHF | 99.72% | 99.72% |