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 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'820 CHF | 498'820 CHF | 99.44% | 99.44% |
06.05.2024 | 1.01% | 98.80 % | 99.80 % | 500'000 | 500'000 | 500'000 | 499'637 | 494'265 CHF | 498'902 CHF | 100.00% | 100.00% |
03.05.2024 | 0.95% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'582 CHF | 500'323 CHF | 99.99% | 99.99% |
02.05.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'032 CHF | 496'032 CHF | 100.00% | 100.00% |
30.04.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'373 CHF | 496'373 CHF | 99.22% | 99.22% |
29.04.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'361 CHF | 496'361 CHF | 100.00% | 100.00% |
26.04.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'473 CHF | 495'473 CHF | 99.68% | 99.68% |
25.04.2024 | 1.02% | 97.50 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'463 CHF | 492'463 CHF | 100.00% | 100.00% |
24.04.2024 | 1.01% | 98.10 % | 99.10 % | 500'000 | 500'000 | 500'000 | 498'104 | 491'111 CHF | 494'230 CHF | 99.75% | 99.75% |
23.04.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'070 CHF | 494'070 CHF | 99.73% | 99.73% |