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 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'819 CHF | 502'819 CHF | 98.75% | 98.75% |
10.05.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'037 CHF | 502'037 CHF | 98.95% | 98.95% |
08.05.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'684 CHF | 499'684 CHF | 97.17% | 97.17% |
07.05.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'911 CHF | 495'911 CHF | 98.95% | 98.95% |
06.05.2024 | - | 98.40 % | 100.30 % | 50'000 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'124 CHF | 495'124 CHF | 99.09% | 99.09% |
02.05.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'369 CHF | 494'369 CHF | 96.67% | 96.67% |
30.04.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'526 CHF | 498'526 CHF | 98.48% | 98.48% |
29.04.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'948 CHF | 500'948 CHF | 98.99% | 98.99% |
26.04.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'935 CHF | 496'935 CHF | 98.60% | 98.60% |