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 | 0.49% | 100.77 % | 101.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'859 CHF | 506'359 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 100.77 % | 101.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'841 CHF | 506'341 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 100.76 % | 101.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'800 CHF | 506'300 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 499'951 | 500'000 | 503'701 CHF | 506'250 CHF | 100.00% | 100.00% |
30.04.2024 | 0.50% | 100.74 % | 101.24 % | 500'000 | 500'000 | 499'964 | 500'000 | 503'664 CHF | 506'200 CHF | 100.00% | 100.00% |
29.04.2024 | 0.50% | 100.74 % | 101.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'700 CHF | 506'200 CHF | 100.00% | 100.00% |
26.04.2024 | 0.50% | 100.73 % | 101.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'642 CHF | 506'142 CHF | 97.89% | 97.89% |
25.04.2024 | 0.50% | 100.73 % | 101.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'644 CHF | 506'144 CHF | 100.00% | 100.00% |
24.04.2024 | 0.50% | 100.71 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'550 CHF | 506'050 CHF | 100.00% | 100.00% |
23.04.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'510 CHF | 506'010 CHF | 100.00% | 100.00% |