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 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'919 CHF | 509'419 CHF | 98.65% | 98.65% |
10.05.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'854 CHF | 509'354 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'447 CHF | 508'947 CHF | 99.38% | 99.38% |
07.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'335 CHF | 508'835 CHF | 99.37% | 99.37% |
06.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'473 CHF | 509'973 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'572 CHF | 509'072 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'504 CHF | 509'004 CHF | 99.38% | 99.38% |
30.04.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'125 CHF | 508'625 CHF | 99.38% | 99.38% |
29.04.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'963 CHF | 508'463 CHF | 98.52% | 98.52% |
26.04.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'130 CHF | 506'630 CHF | 68.12% | 68.12% |