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 | 0.55% | 90.25 % | 90.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'053 CHF | 455'553 CHF | 98.86% | 98.86% |
06.05.2024 | 0.54% | 91.98 % | 92.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'583 CHF | 460'083 CHF | 77.98% | 77.98% |
03.05.2024 | 0.55% | 91.37 % | 91.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'824 CHF | 459'324 CHF | 100.00% | 100.00% |
02.05.2024 | 0.54% | 92.43 % | 92.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'055 CHF | 465'555 CHF | 100.00% | 100.00% |
30.04.2024 | 0.53% | 93.77 % | 94.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'754 CHF | 469'254 CHF | 99.41% | 99.41% |
29.04.2024 | 0.54% | 92.30 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'226 CHF | 461'726 CHF | 100.00% | 100.00% |
26.04.2024 | 0.53% | 93.84 % | 94.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'472 CHF | 471'972 CHF | 97.89% | 97.89% |
25.04.2024 | 0.53% | 93.67 % | 94.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'218 CHF | 470'718 CHF | 99.97% | 99.97% |
24.04.2024 | 0.52% | 94.21 % | 94.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'597 CHF | 486'097 CHF | 77.38% | 77.38% |
23.04.2024 | 0.50% | 99.17 % | 99.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'606 CHF | 498'106 CHF | 100.00% | 100.00% |