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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.68% | 117.20 % | 118.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 584'722 CHF | 588'722 CHF | 99.88% | 99.88% |
06.05.2024 | 0.86% | 116.50 % | 117.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 581'808 CHF | 586'808 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 115.30 % | 116.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 577'326 CHF | 582'067 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 115.20 % | 116.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 577'247 CHF | 581'247 CHF | 100.00% | 100.00% |
30.04.2024 | 0.86% | 115.40 % | 116.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 578'062 CHF | 583'062 CHF | 99.59% | 99.59% |
29.04.2024 | 0.69% | 115.90 % | 116.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 579'023 CHF | 583'023 CHF | 100.00% | 100.00% |
26.04.2024 | 0.69% | 115.10 % | 115.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 575'617 CHF | 579'617 CHF | 99.69% | 99.69% |
25.04.2024 | 0.87% | 114.70 % | 115.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 574'390 CHF | 579'390 CHF | 100.00% | 100.00% |
24.04.2024 | 0.86% | 115.40 % | 116.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 578'402 CHF | 583'402 CHF | 99.76% | 99.76% |
23.04.2024 | 0.69% | 116.40 % | 117.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 580'114 CHF | 584'114 CHF | 99.75% | 99.75% |