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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'501 CHF | 502'051 CHF | 98.92% | 98.92% |
13.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'988 CHF | 502'488 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'968 CHF | 502'468 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'243 CHF | 501'793 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'059 CHF | 501'605 CHF | 99.45% | 99.45% |
06.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'148 CHF | 502'648 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'125 CHF | 502'378 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'130 CHF | 501'677 CHF | 100.00% | 100.00% |
30.04.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'210 CHF | 502'710 CHF | 99.23% | 99.23% |
29.04.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'509 CHF | 502'057 CHF | 100.00% | 100.00% |