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% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'639 CHF | 499'639 CHF | 98.96% | 98.96% |
13.05.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'806 CHF | 501'806 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'999 CHF | 501'999 CHF | 99.84% | 99.84% |
08.05.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'594 CHF | 499'594 CHF | 98.03% | 98.03% |
07.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'408 CHF | 506'408 CHF | 99.46% | 99.46% |
06.05.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'319 CHF | 506'319 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'812 CHF | 504'553 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'410 CHF | 505'410 CHF | 100.00% | 100.00% |
30.04.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'183 CHF | 506'183 CHF | 99.24% | 99.24% |
29.04.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'167 CHF | 506'167 CHF | 100.00% | 100.00% |