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 | 0.49% | 94.40 % | 94.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'605 CHF | 474'938 CHF | 99.37% | 99.37% |
13.05.2024 | 0.50% | 94.35 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'101 CHF | 476'455 CHF | 98.95% | 98.95% |
10.05.2024 | 0.52% | 95.05 % | 95.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'908 CHF | 478'405 CHF | 99.22% | 99.22% |
08.05.2024 | 0.52% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'001 CHF | 481'501 CHF | 99.25% | 99.37% |
07.05.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'010 CHF | 491'510 CHF | 94.77% | 94.77% |
06.05.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 499'988 | 490'910 CHF | 493'398 CHF | 99.37% | 99.37% |
03.05.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'099 CHF | 488'599 CHF | 99.28% | 99.28% |
02.05.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 499'995 | 486'038 CHF | 488'532 CHF | 99.37% | 99.37% |
30.04.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'008 CHF | 492'508 CHF | 99.38% | 99.38% |
29.04.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'347 CHF | 493'847 CHF | 99.36% | 99.36% |