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% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 506'050 CHF | 98.94% | 98.94% |
13.05.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 506'050 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 506'050 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'576 CHF | 506'126 CHF | 98.12% | 98.12% |
07.05.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 506'546 CHF | 99.44% | 99.44% |
06.05.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 506'550 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'762 CHF | 506'304 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'749 CHF | 506'296 CHF | 100.00% | 100.00% |
30.04.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 506'550 CHF | 99.23% | 99.23% |
29.04.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 506'548 CHF | 99.79% | 99.79% |