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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'167 CHF | 505'167 CHF | 99.84% | 99.84% |
08.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'085 CHF | 504'085 CHF | 98.15% | 98.15% |
07.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'494 CHF | 506'494 CHF | 99.52% | 99.52% |
06.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'424 CHF | 506'424 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'258 CHF | 505'258 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'374 CHF | 504'374 CHF | 100.00% | 100.00% |
30.04.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'133 CHF | 506'133 CHF | 99.59% | 99.59% |
29.04.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'765 CHF | 504'765 CHF | 100.00% | 100.00% |
26.04.2024 | 1.01% | 99.70 % | 100.50 % | 500'000 | 500'000 | 404'292 | 404'292 | 402'440 CHF | 405'781 CHF | 98.90% | 98.90% |
25.04.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'813 CHF | 500'813 CHF | 100.00% | 100.00% |