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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 0.49% | 90.50 % | 90.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'576 CHF | 456'826 CHF | 99.16% | 99.16% |
13.06.2024 | 0.49% | 91.80 % | 92.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'294 CHF | 460'544 CHF | 99.17% | 99.17% |
12.06.2024 | 0.48% | 92.40 % | 92.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'217 CHF | 465'467 CHF | 99.16% | 99.16% |
11.06.2024 | 0.48% | 92.95 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'012 CHF | 471'262 CHF | 99.17% | 99.17% |
10.06.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
07.06.2024 | 0.52% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'281 CHF | 478'781 CHF | 99.16% | 99.16% |
05.06.2024 | 0.52% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'148 CHF | 480'648 CHF | 99.12% | 99.12% |
04.06.2024 | 0.52% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'940 CHF | 483'440 CHF | 99.15% | 99.15% |
03.06.2024 | 0.52% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'848 CHF | 484'348 CHF | 99.16% | 99.16% |
31.05.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'408 CHF | 492'908 CHF | 31.89% | 31.89% |