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 | 0.63% | 95.00 % | 95.60 % | 500'000 | 500'000 | 499'929 | 499'929 | 471'938 CHF | 474'937 CHF | 99.47% | 99.47% |
06.05.2024 | 0.63% | 94.30 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'300 CHF | 480'300 CHF | 100.00% | 100.00% |
03.05.2024 | 0.63% | 94.70 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'308 CHF | 478'308 CHF | 99.98% | 99.98% |
02.05.2024 | 0.63% | 94.70 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'769 CHF | 476'769 CHF | 99.98% | 99.98% |
30.04.2024 | 0.63% | 95.30 % | 95.90 % | 500'000 | 500'000 | 499'549 | 499'549 | 478'516 CHF | 481'514 CHF | 99.99% | 99.99% |
29.04.2024 | 0.62% | 95.20 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'913 CHF | 481'913 CHF | 100.00% | 100.00% |
26.04.2024 | 0.41% | 96.20 % | 96.60 % | 500'000 | 500'000 | 499'908 | 499'908 | 481'314 CHF | 483'314 CHF | 99.69% | 99.69% |
25.04.2024 | 1.06% | 94.80 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'179 CHF | 471'152 CHF | 99.98% | 99.98% |
24.04.2024 | 0.61% | 97.80 % | 98.40 % | 500'000 | 500'000 | 499'899 | 499'899 | 490'679 CHF | 493'678 CHF | 99.86% | 99.86% |
23.04.2024 | 0.61% | 98.00 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'575 CHF | 492'575 CHF | 99.99% | 99.99% |