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% | 99.58 % | 100.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'120 CHF | 500'620 CHF | 99.97% | 99.97% |
13.05.2024 | 0.50% | 99.13 % | 99.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'552 CHF | 499'052 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 99.42 % | 99.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'419 CHF | 499'919 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.19 % | 99.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'885 CHF | 498'385 CHF | 100.00% | 100.00% |
07.05.2024 | 0.51% | 98.91 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'739 CHF | 496'239 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 98.47 % | 98.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'757 CHF | 495'257 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 98.52 % | 99.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'795 CHF | 495'295 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 98.12 % | 98.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'366 CHF | 493'866 CHF | 100.00% | 100.00% |
30.04.2024 | 0.51% | 98.17 % | 98.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'342 CHF | 493'842 CHF | 100.00% | 100.00% |
29.04.2024 | 0.50% | 98.96 % | 99.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'112 CHF | 497'612 CHF | 100.00% | 100.00% |