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% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'842 CHF | 500'342 CHF | 98.26% | 98.26% |
07.05.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'681 CHF | 500'181 CHF | 99.44% | 99.44% |
06.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'205 CHF | 500'705 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'171 CHF | 501'411 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'783 CHF | 498'283 CHF | 100.00% | 100.00% |
30.04.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'332 CHF | 498'832 CHF | 99.23% | 99.23% |
29.04.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'937 CHF | 498'437 CHF | 100.00% | 100.00% |
26.04.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'141 CHF | 497'641 CHF | 99.69% | 99.69% |
25.04.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'382 CHF | 494'882 CHF | 100.00% | 100.00% |
24.04.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'407 CHF | 495'907 CHF | 99.74% | 99.74% |