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 | 0.40% | 100.60 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 505'000 CHF | 98.26% | 98.26% |
07.05.2024 | 0.20% | 100.70 % | 100.90 % | 500'000 | 500'000 | 499'740 | 499'740 | 503'238 CHF | 504'237 CHF | 99.64% | 99.64% |
06.05.2024 | 0.40% | 100.60 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 505'000 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 100.50 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'512 CHF | 504'512 CHF | 99.99% | 99.99% |
02.05.2024 | 0.40% | 100.60 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'511 CHF | 504'511 CHF | 100.00% | 100.00% |
30.04.2024 | 0.40% | 100.50 % | 100.90 % | 500'000 | 500'000 | 499'669 | 499'669 | 502'326 CHF | 504'326 CHF | 100.00% | 100.00% |
29.04.2024 | 0.40% | 100.50 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 504'500 CHF | 100.00% | 100.00% |
26.04.2024 | 0.40% | 100.50 % | 100.90 % | 500'000 | 500'000 | 499'972 | 499'972 | 501'982 CHF | 503'981 CHF | 99.69% | 99.69% |
25.04.2024 | 0.40% | 100.40 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 504'000 CHF | 100.00% | 100.00% |
24.04.2024 | 0.40% | 100.40 % | 100.80 % | 500'000 | 500'000 | 499'837 | 499'837 | 502'274 CHF | 504'274 CHF | 99.90% | 99.90% |