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 | 0.79% | 101.20 % | 102.00 % | 499'500 | 500'000 | 499'867 | 500'000 | 505'534 CHF | 509'669 CHF | 99.58% | 99.58% |
06.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 499'775 | 505'500 CHF | 509'271 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'020 CHF | 509'020 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 499'998 | 499'332 | 504'870 CHF | 508'192 CHF | 98.11% | 98.11% |
30.04.2024 | 0.79% | 101.00 % | 101.80 % | 490'200 | 500'000 | 498'151 | 500'000 | 503'133 CHF | 509'000 CHF | 99.65% | 99.65% |
29.04.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 509'500 CHF | 100.00% | 100.00% |
26.04.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'474 CHF | 509'474 CHF | 99.68% | 99.68% |
25.04.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 499'466 | 504'911 CHF | 508'367 CHF | 98.41% | 98.41% |
24.04.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 497'900 | 500'000 | 499'767 | 505'500 CHF | 509'262 CHF | 100.00% | 100.00% |
23.04.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'013 CHF | 509'013 CHF | 99.75% | 99.75% |