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 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'560 CHF | 503'060 CHF | 98.65% | 98.65% |
10.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'503 CHF | 503'003 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'116 CHF | 502'616 CHF | 99.37% | 99.37% |
07.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'946 CHF | 502'446 CHF | 99.38% | 99.38% |
06.05.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'161 CHF | 502'661 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'269 CHF | 501'769 CHF | 99.37% | 99.37% |
02.05.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'136 CHF | 501'636 CHF | 99.38% | 99.38% |
30.04.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'818 CHF | 501'318 CHF | 99.38% | 99.38% |
29.04.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'582 CHF | 502'082 CHF | 98.51% | 98.51% |
26.04.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'266 CHF | 499'766 CHF | 68.13% | 68.13% |