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 | 0.30% | 100.20 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'017 CHF | 100'503 CHF | 99.43% | 99.43% |
06.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'993 CHF | 100'699 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'573 CHF | 503'814 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'889 CHF | 502'389 CHF | 100.00% | 100.00% |
30.04.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'678 CHF | 503'178 CHF | 99.22% | 99.22% |
29.04.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'003 CHF | 502'503 CHF | 100.00% | 100.00% |
26.04.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'214 CHF | 502'714 CHF | 99.69% | 99.69% |
25.04.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'420 CHF | 501'920 CHF | 100.00% | 100.00% |
24.04.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'486 CHF | 502'986 CHF | 99.74% | 99.74% |
23.04.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'971 CHF | 500'471 CHF | 99.72% | 99.72% |