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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 509'500 CHF | 83.69% | 100.00% |
10.05.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 509'500 CHF | 99.84% | 99.84% |
08.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'684 CHF | 508'684 CHF | 98.15% | 98.15% |
07.05.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'230 CHF | 508'230 CHF | 99.86% | 99.86% |
06.05.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'293 CHF | 508'293 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'007 CHF | 507'747 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'915 CHF | 506'915 CHF | 100.00% | 100.00% |
30.04.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 507'500 CHF | 99.59% | 99.59% |
29.04.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'735 CHF | 506'735 CHF | 100.00% | 100.00% |
26.04.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 506'000 CHF | 99.69% | 99.69% |