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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'129 CHF | 503'629 CHF | 98.65% | 98.65% |
10.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'579 CHF | 503'079 CHF | 99.38% | 99.38% |
08.05.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'615 CHF | 503'115 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'182 CHF | 502'682 CHF | 99.37% | 99.37% |
06.05.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'562 CHF | 503'062 CHF | 99.37% | 99.37% |
03.05.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'770 CHF | 502'270 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'399 CHF | 501'899 CHF | 99.38% | 99.38% |
30.04.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'903 CHF | 502'403 CHF | 99.37% | 99.37% |
29.04.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'092 CHF | 502'592 CHF | 98.52% | 98.52% |
26.04.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'445 CHF | 501'945 CHF | 99.38% | 99.38% |