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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.79% | 101.80 % | 102.60 % | 500'000 | 100'000 | 141'448 | 28'290 | 143'993 CHF | 29'025 CHF | 98.02% | 98.02% |
07.05.2024 | 0.79% | 101.80 % | 102.60 % | 500'000 | 100'000 | 148'638 | 29'728 | 151'313 CHF | 30'501 CHF | 99.47% | 99.47% |
06.05.2024 | 0.98% | 101.70 % | 102.70 % | 500'000 | 100'000 | 148'131 | 29'626 | 150'649 CHF | 30'426 CHF | 100.00% | 100.00% |
03.05.2024 | 0.93% | 101.60 % | 102.60 % | 500'000 | 500'000 | 147'939 | 147'939 | 150'319 CHF | 151'773 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 101.70 % | 102.50 % | 500'000 | 500'000 | 147'599 | 147'599 | 150'107 CHF | 151'290 CHF | 100.00% | 100.00% |
30.04.2024 | 0.98% | 101.60 % | 102.60 % | 500'000 | 500'000 | 148'768 | 148'768 | 151'148 CHF | 152'637 CHF | 99.24% | 99.24% |
29.04.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 148'533 | 148'533 | 151'058 CHF | 152'246 CHF | 99.80% | 99.80% |
26.04.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 148'515 | 148'515 | 151'039 CHF | 152'228 CHF | 99.69% | 99.69% |
25.04.2024 | 0.99% | 101.50 % | 102.50 % | 500'000 | 500'000 | 148'801 | 148'801 | 151'119 CHF | 152'609 CHF | 99.13% | 99.13% |
24.04.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 148'557 | 148'557 | 150'786 CHF | 152'271 CHF | 99.74% | 99.74% |