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 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'048 CHF | 501'548 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 98.90 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'629 CHF | 495'129 CHF | 98.15% | 98.15% |
07.05.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'797 CHF | 496'297 CHF | 99.44% | 99.44% |
06.05.2024 | 0.30% | 98.50 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'699 CHF | 493'199 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 98.20 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'041 CHF | 492'541 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 98.00 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'055 CHF | 491'555 CHF | 100.00% | 100.00% |
30.04.2024 | 0.31% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'449 CHF | 491'949 CHF | 99.23% | 99.23% |
29.04.2024 | 0.31% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'796 CHF | 490'296 CHF | 100.00% | 100.00% |
26.04.2024 | 0.31% | 97.70 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'377 CHF | 490'877 CHF | 99.44% | 99.44% |
25.04.2024 | 0.31% | 96.60 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'973 CHF | 485'473 CHF | 100.00% | 100.00% |