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 | 0.70% | 98.90 % | 99.60 % | 500'000 | 500'000 | 499'738 | 499'738 | 499'201 CHF | 502'700 CHF | 99.44% | 99.44% |
06.05.2024 | 0.70% | 100.00 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'845 CHF | 503'345 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.90 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'201 CHF | 503'701 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 98.20 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'300 CHF | 496'800 CHF | 100.00% | 100.00% |
30.04.2024 | 0.72% | 97.70 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'745 CHF | 491'245 CHF | 99.23% | 99.23% |
29.04.2024 | 0.71% | 98.70 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'166 CHF | 493'666 CHF | 100.00% | 100.00% |
26.04.2024 | 0.73% | 95.00 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'809 CHF | 482'309 CHF | 99.44% | 99.44% |
25.04.2024 | 0.73% | 95.30 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'128 CHF | 480'628 CHF | 99.99% | 99.99% |
24.04.2024 | 0.74% | 94.30 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'685 CHF | 476'185 CHF | 98.49% | 98.49% |
23.04.2024 | 0.77% | 91.80 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'619 CHF | 459'119 CHF | 99.72% | 99.72% |