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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.31% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'727 CHF | 494'273 CHF | 97.94% | 97.94% |
06.05.2024 | 0.31% | 98.50 % | 98.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'885 CHF | 493'435 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'047 CHF | 492'589 CHF | 99.99% | 99.99% |
02.05.2024 | 0.31% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'182 CHF | 492'729 CHF | 100.00% | 100.00% |
30.04.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'504 CHF | 494'054 CHF | 97.78% | 97.78% |
29.04.2024 | 0.32% | 98.00 % | 98.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'863 CHF | 490'411 CHF | 100.00% | 100.00% |
26.04.2024 | 0.32% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'752 CHF | 492'302 CHF | 99.68% | 99.68% |
25.04.2024 | 0.31% | 98.60 % | 98.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'824 CHF | 494'374 CHF | 100.00% | 100.00% |
24.04.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'188 CHF | 500'738 CHF | 99.28% | 99.28% |
23.04.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 499'992 | 496'571 CHF | 498'112 CHF | 99.74% | 99.74% |