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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'212 CHF | 507'212 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 508'000 CHF | 99.84% | 99.84% |
08.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'428 CHF | 507'428 CHF | 98.15% | 98.15% |
07.05.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'999 CHF | 504'999 CHF | 99.43% | 99.43% |
06.05.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 493'765 | 500'498 CHF | 499'195 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'748 CHF | 504'489 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'997 CHF | 503'997 CHF | 100.00% | 100.00% |
30.04.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'457 CHF | 504'457 CHF | 99.59% | 99.59% |
29.04.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'979 CHF | 506'979 CHF | 100.00% | 100.00% |
26.04.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 499'839 | 500'000 | 502'095 CHF | 506'257 CHF | 99.69% | 99.69% |