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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.50% | 100.62 % | 101.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'736 CHF | 505'236 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 100.26 % | 100.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'016 CHF | 501'516 CHF | 95.66% | 95.66% |
10.05.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'504 CHF | 500'004 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'202 CHF | 498'702 CHF | 100.00% | 100.00% |
07.05.2024 | 0.51% | 98.96 % | 99.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'594 CHF | 496'094 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 98.41 % | 98.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'179 CHF | 496'679 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'411 CHF | 493'911 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 98.09 % | 98.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'601 CHF | 493'101 CHF | 100.00% | 100.00% |
30.04.2024 | 0.51% | 98.23 % | 98.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'781 CHF | 492'281 CHF | 100.00% | 100.00% |
29.04.2024 | 0.51% | 98.18 % | 98.68 % | 500'000 | 500'000 | 500'000 | 499'976 | 491'099 CHF | 493'575 CHF | 100.00% | 100.00% |