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 | 0.79% | 100.60 % | 101.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 503'024 CHF | 101'405 CHF | 98.95% | 98.95% |
13.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 504'000 CHF | 101'600 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 503'500 CHF | 101'500 CHF | 99.84% | 99.84% |
08.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 502'554 CHF | 101'311 CHF | 97.78% | 97.78% |
07.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 502'059 CHF | 101'212 CHF | 99.44% | 99.44% |
06.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'878 CHF | 101'176 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'350 CHF | 503'350 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'815 CHF | 503'815 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'521 CHF | 500'521 CHF | 99.24% | 99.24% |
29.04.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 498'746 | 495'294 CHF | 498'043 CHF | 99.79% | 99.79% |