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 | 0.84% | 99.40 % | 101.10 % | 50'000 | 50'000 | 480'959 | 480'959 | 478'743 CHF | 482'610 CHF | 98.13% | 98.13% |
07.05.2024 | 0.85% | 98.60 % | 100.30 % | 50'000 | 50'000 | 481'317 | 481'317 | 473'814 CHF | 477'683 CHF | 99.44% | 99.44% |
06.05.2024 | 0.85% | 98.50 % | 100.20 % | 50'000 | 50'000 | 481'400 | 481'400 | 474'687 CHF | 478'556 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 98.20 % | 99.90 % | 50'000 | 50'000 | 481'345 | 481'345 | 473'641 CHF | 477'511 CHF | 100.00% | 100.00% |
02.05.2024 | 0.85% | 98.00 % | 99.70 % | 50'000 | 50'000 | 481'379 | 481'379 | 472'167 CHF | 476'037 CHF | 100.00% | 100.00% |
30.04.2024 | 0.84% | 98.40 % | 100.10 % | 50'000 | 50'000 | 481'277 | 481'277 | 474'954 CHF | 478'823 CHF | 99.59% | 99.59% |
29.04.2024 | 0.92% | 98.60 % | 102.10 % | 50'000 | 50'000 | 481'335 | 481'335 | 475'029 CHF | 478'935 CHF | 100.00% | 100.00% |
26.04.2024 | 0.85% | 98.40 % | 100.10 % | 50'000 | 50'000 | 481'219 | 481'219 | 473'205 CHF | 477'073 CHF | 99.44% | 99.44% |
25.04.2024 | 0.85% | 98.40 % | 100.10 % | 50'000 | 50'000 | 481'307 | 481'307 | 473'430 CHF | 477'300 CHF | 100.00% | 100.00% |
24.04.2024 | 0.85% | 98.40 % | 100.10 % | 50'000 | 50'000 | 481'312 | 481'312 | 473'257 CHF | 477'126 CHF | 99.74% | 99.74% |