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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.30% | 102.20 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'112 CHF | 512'662 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 102.30 % | 102.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'500 CHF | 513'050 CHF | 99.73% | 99.73% |
08.05.2024 | 0.30% | 102.30 % | 102.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'500 CHF | 513'050 CHF | 98.00% | 98.00% |
07.05.2024 | 0.30% | 102.40 % | 102.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'000 CHF | 513'546 CHF | 99.44% | 99.44% |
06.05.2024 | 0.30% | 102.40 % | 102.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'000 CHF | 513'550 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 102.40 % | 102.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'000 CHF | 513'542 CHF | 99.53% | 99.53% |
02.05.2024 | 0.30% | 102.40 % | 102.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'047 CHF | 513'593 CHF | 100.00% | 100.00% |
30.04.2024 | 0.30% | 102.50 % | 102.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'500 CHF | 514'050 CHF | 99.23% | 99.23% |
29.04.2024 | 0.30% | 102.50 % | 102.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'500 CHF | 514'048 CHF | 99.79% | 99.79% |
26.04.2024 | 0.30% | 102.60 % | 102.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'000 CHF | 514'550 CHF | 99.44% | 99.44% |