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 | 0.50% | 99.15 % | 99.65 % | 500'000 | 100'000 | 500'000 | 99'981 | 495'239 CHF | 99'530 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 100'000 | 500'000 | 100'000 | 490'114 CHF | 98'523 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 100'000 | 500'000 | 100'000 | 488'607 CHF | 98'221 CHF | 100.00% | 100.00% |
02.05.2024 | 0.95% | 97.25 % | 98.25 % | 500'000 | 100'000 | 500'000 | 100'000 | 487'208 CHF | 98'372 CHF | 99.83% | 99.83% |
30.04.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 488'536 CHF | 98'207 CHF | 95.86% | 95.86% |
29.04.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 100'000 | 500'000 | 99'996 | 488'814 CHF | 98'259 CHF | 99.92% | 100.00% |
26.04.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 488'213 CHF | 98'143 CHF | 100.00% | 100.00% |
25.04.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 100'000 | 500'000 | 99'964 | 488'634 CHF | 98'191 CHF | 99.85% | 99.85% |
24.04.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 100'000 | 500'000 | 100'000 | 488'769 CHF | 98'254 CHF | 100.00% | 100.00% |
23.04.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 490'782 CHF | 98'656 CHF | 100.00% | 100.00% |