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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 502'000 CHF | 98.15% | 98.15% |
07.05.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'600 CHF | 503'100 CHF | 99.44% | 99.44% |
06.05.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'775 CHF | 501'275 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'043 CHF | 501'543 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'876 CHF | 501'376 CHF | 100.00% | 100.00% |
30.04.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 501'500 CHF | 99.22% | 99.22% |
29.04.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'268 CHF | 500'768 CHF | 100.00% | 100.00% |
26.04.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'000 CHF | 500'500 CHF | 99.44% | 99.44% |
25.04.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'548 CHF | 500'048 CHF | 100.00% | 100.00% |
24.04.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'000 CHF | 500'500 CHF | 99.74% | 99.74% |