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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'000 CHF | 102'200 CHF | 98.90% | 98.90% |
13.05.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'500 CHF | 102'100 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'040 CHF | 102'008 CHF | 99.84% | 99.84% |
08.05.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'110 CHF | 102'022 CHF | 98.01% | 98.01% |
07.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 504'576 CHF | 101'715 CHF | 99.44% | 99.44% |
06.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 503'427 CHF | 101'485 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'293 CHF | 505'293 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'268 CHF | 505'268 CHF | 100.00% | 100.00% |
30.04.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'517 CHF | 497'517 CHF | 99.59% | 99.59% |
29.04.2024 | 0.81% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'781 CHF | 498'781 CHF | 99.79% | 99.79% |