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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'621 CHF | 504'121 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'367 CHF | 502'867 CHF | 99.37% | 99.37% |
07.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'429 CHF | 503'929 CHF | 99.37% | 99.37% |
06.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'773 CHF | 503'273 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'963 CHF | 502'463 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'072 CHF | 500'572 CHF | 99.38% | 99.38% |
30.04.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'500 CHF | 499'000 CHF | 99.38% | 99.38% |
29.04.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'610 CHF | 498'110 CHF | 98.51% | 98.51% |
26.04.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'366 CHF | 496'866 CHF | 99.38% | 99.38% |
25.04.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'842 CHF | 495'342 CHF | 96.35% | 96.35% |