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 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'070 CHF | 500'070 CHF | 98.95% | 98.95% |
13.05.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'481 CHF | 500'481 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'494 CHF | 500'494 CHF | 99.84% | 99.84% |
08.05.2024 | 0.81% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'728 CHF | 498'728 CHF | 98.15% | 98.15% |
07.05.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'616 CHF | 504'616 CHF | 99.86% | 99.86% |
06.05.2024 | 1.00% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'950 CHF | 504'950 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'747 CHF | 504'488 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'565 CHF | 503'565 CHF | 100.00% | 100.00% |
30.04.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'829 CHF | 503'829 CHF | 99.59% | 99.59% |
29.04.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'298 CHF | 503'298 CHF | 100.00% | 100.00% |