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 | 0.33% | 91.80 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'144 CHF | 461'644 CHF | 97.95% | 97.95% |
06.05.2024 | 0.32% | 92.90 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'634 CHF | 464'134 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 92.30 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'377 CHF | 462'877 CHF | 99.99% | 99.99% |
02.05.2024 | 0.32% | 93.00 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'622 CHF | 467'122 CHF | 100.00% | 100.00% |
30.04.2024 | 0.32% | 94.00 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'613 CHF | 470'113 CHF | 97.78% | 97.78% |
29.04.2024 | 0.32% | 93.20 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'922 CHF | 465'422 CHF | 100.00% | 100.00% |
26.04.2024 | 0.32% | 94.10 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'192 CHF | 471'692 CHF | 99.68% | 99.68% |
25.04.2024 | 0.32% | 93.80 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'205 CHF | 470'705 CHF | 100.00% | 100.00% |
24.04.2024 | 0.31% | 94.10 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'290 CHF | 480'790 CHF | 99.28% | 99.28% |
23.04.2024 | 0.31% | 98.00 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'555 CHF | 491'055 CHF | 99.73% | 99.73% |