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 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'000 CHF | 511'500 CHF | 99.73% | 99.73% |
08.05.2024 | 0.29% | 102.10 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'500 CHF | 512'000 CHF | 97.99% | 97.99% |
07.05.2024 | 0.29% | 102.10 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'500 CHF | 512'000 CHF | 99.53% | 99.53% |
06.05.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'000 CHF | 512'500 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'500 CHF | 513'000 CHF | 99.53% | 99.53% |
02.05.2024 | 0.29% | 102.40 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'000 CHF | 513'500 CHF | 100.00% | 100.00% |
30.04.2024 | 0.29% | 102.50 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'500 CHF | 514'000 CHF | 99.22% | 99.22% |
29.04.2024 | 0.29% | 102.50 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'500 CHF | 514'000 CHF | 99.78% | 99.78% |
26.04.2024 | 0.29% | 102.60 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'000 CHF | 514'500 CHF | 99.44% | 99.44% |
25.04.2024 | 0.29% | 102.70 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'500 CHF | 515'000 CHF | 100.00% | 100.00% |