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% | 96.70 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'226 CHF | 486'726 CHF | 97.95% | 97.95% |
06.05.2024 | 0.31% | 97.00 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'653 CHF | 485'153 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 97.10 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'998 CHF | 487'498 CHF | 99.99% | 99.99% |
02.05.2024 | 0.31% | 97.60 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'525 CHF | 490'025 CHF | 100.00% | 100.00% |
30.04.2024 | 0.30% | 98.90 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'953 CHF | 494'453 CHF | 97.78% | 97.78% |
29.04.2024 | 0.31% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'398 CHF | 488'898 CHF | 100.00% | 100.00% |
26.04.2024 | 0.31% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'469 CHF | 490'969 CHF | 99.69% | 99.69% |
25.04.2024 | 0.31% | 97.70 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'420 CHF | 489'920 CHF | 100.00% | 100.00% |
24.04.2024 | 0.30% | 98.50 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'985 CHF | 501'485 CHF | 99.28% | 99.28% |
23.04.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'084 CHF | 500'584 CHF | 99.74% | 99.74% |