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 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'737 CHF | 506'237 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'842 CHF | 506'342 CHF | 98.65% | 98.65% |
10.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'998 CHF | 506'498 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'811 CHF | 506'311 CHF | 99.38% | 99.38% |
07.05.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'134 CHF | 506'634 CHF | 99.37% | 99.37% |
06.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'002 CHF | 506'502 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'862 CHF | 506'362 CHF | 99.37% | 99.37% |
02.05.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'739 CHF | 506'239 CHF | 99.38% | 99.38% |
30.04.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'036 CHF | 506'536 CHF | 99.38% | 99.38% |
29.04.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'968 CHF | 506'468 CHF | 98.52% | 98.52% |