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 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'082 CHF | 500'632 CHF | 98.26% | 98.26% |
07.05.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'837 CHF | 500'383 CHF | 99.42% | 99.42% |
06.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'560 CHF | 501'060 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'235 CHF | 501'489 CHF | 99.99% | 99.99% |
02.05.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'433 CHF | 498'980 CHF | 100.00% | 100.00% |
30.04.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'100 CHF | 499'600 CHF | 99.23% | 99.23% |
29.04.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'831 CHF | 499'378 CHF | 100.00% | 100.00% |
26.04.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'073 CHF | 498'623 CHF | 99.44% | 99.44% |
25.04.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'425 CHF | 496'925 CHF | 100.00% | 100.00% |
24.04.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'221 CHF | 499'721 CHF | 99.74% | 99.74% |