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 | 0.49% | 101.19 % | 101.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'375 CHF | 507'875 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 100.59 % | 101.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'813 CHF | 504'313 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 100.64 % | 101.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'584 CHF | 506'084 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 100.04 % | 100.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'931 CHF | 502'431 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 99.52 % | 100.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'056 CHF | 499'556 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 98.82 % | 99.32 % | 500'000 | 500'000 | 500'000 | 499'993 | 494'020 CHF | 496'513 CHF | 100.00% | 100.00% |
30.04.2024 | 0.51% | 98.03 % | 98.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'373 CHF | 492'873 CHF | 100.00% | 100.00% |
29.04.2024 | 0.51% | 97.77 % | 98.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'463 CHF | 491'963 CHF | 100.00% | 100.00% |
26.04.2024 | 0.49% | 102.09 % | 102.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'024 CHF | 511'524 CHF | 97.88% | 97.88% |
25.04.2024 | 0.49% | 101.34 % | 101.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'249 CHF | 508'749 CHF | 100.00% | 100.00% |