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 | 0.31% | 97.50 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'099 CHF | 487'599 CHF | 98.91% | 98.91% |
13.05.2024 | 0.31% | 96.70 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'937 CHF | 485'437 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 96.80 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'388 CHF | 483'888 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 96.50 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'624 CHF | 484'124 CHF | 97.99% | 97.99% |
07.05.2024 | 0.31% | 96.50 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'792 CHF | 480'292 CHF | 99.54% | 99.54% |
06.05.2024 | 0.31% | 95.30 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'499 CHF | 480'999 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 95.60 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'877 CHF | 480'377 CHF | 99.99% | 99.99% |
02.05.2024 | 0.31% | 95.20 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'006 CHF | 479'506 CHF | 100.00% | 100.00% |
30.04.2024 | 0.31% | 96.40 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'763 CHF | 481'263 CHF | 99.22% | 99.22% |
29.04.2024 | 0.31% | 96.60 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'223 CHF | 484'723 CHF | 99.78% | 99.78% |