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 | 0.80% | 100.40 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'891 CHF | 505'937 CHF | 99.54% | 99.54% |
06.05.2024 | 0.80% | 100.60 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'759 CHF | 506'809 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.50 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'583 CHF | 506'625 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 100.50 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'373 CHF | 506'420 CHF | 100.00% | 100.00% |
30.04.2024 | 0.81% | 99.90 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'758 CHF | 503'808 CHF | 99.59% | 99.59% |
29.04.2024 | 0.81% | 99.90 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'498 CHF | 503'545 CHF | 100.00% | 100.00% |
26.04.2024 | 0.81% | 99.60 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'255 CHF | 501'305 CHF | 99.69% | 99.69% |
25.04.2024 | 0.81% | 99.00 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'088 CHF | 499'138 CHF | 100.00% | 100.00% |
24.04.2024 | 0.81% | 99.00 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'434 CHF | 500'484 CHF | 99.74% | 99.74% |
23.04.2024 | 0.81% | 99.60 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'371 CHF | 501'421 CHF | 99.75% | 99.75% |