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 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'000 CHF | 510'500 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'981 CHF | 510'481 CHF | 98.15% | 98.15% |
07.05.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'507 CHF | 510'007 CHF | 99.51% | 99.51% |
06.05.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'500 CHF | 510'000 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'559 CHF | 510'059 CHF | 99.99% | 99.99% |
02.05.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'500 CHF | 510'000 CHF | 100.00% | 100.00% |
30.04.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'904 CHF | 510'404 CHF | 99.25% | 99.25% |
29.04.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'500 CHF | 510'000 CHF | 100.00% | 100.00% |
26.04.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'210 CHF | 509'710 CHF | 99.68% | 99.68% |
25.04.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'278 CHF | 509'778 CHF | 100.00% | 100.00% |