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 | 0.83% | 99.90 % | 101.60 % | 50'000 | 50'000 | 481'327 | 481'327 | 481'091 CHF | 484'961 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 99.70 % | 101.40 % | 50'000 | 50'000 | 481'445 | 481'445 | 479'445 CHF | 483'315 CHF | 99.84% | 99.84% |
08.05.2024 | 0.84% | 99.50 % | 101.20 % | 50'000 | 50'000 | 481'029 | 481'029 | 479'388 CHF | 483'255 CHF | 98.13% | 98.13% |
07.05.2024 | 0.85% | 98.90 % | 100.60 % | 50'000 | 50'000 | 481'315 | 481'315 | 474'225 CHF | 478'094 CHF | 99.43% | 99.43% |
06.05.2024 | 0.84% | 98.40 % | 100.10 % | 50'000 | 50'000 | 481'400 | 481'400 | 474'978 CHF | 478'848 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 98.60 % | 100.30 % | 50'000 | 50'000 | 481'407 | 481'407 | 474'785 CHF | 478'655 CHF | 99.99% | 99.99% |
02.05.2024 | 0.85% | 98.30 % | 100.00 % | 50'000 | 50'000 | 481'379 | 481'379 | 473'532 CHF | 477'401 CHF | 100.00% | 100.00% |
30.04.2024 | 0.84% | 98.60 % | 100.30 % | 50'000 | 50'000 | 481'284 | 481'284 | 476'329 CHF | 480'198 CHF | 99.59% | 99.59% |
29.04.2024 | 0.91% | 99.10 % | 102.60 % | 50'000 | 50'000 | 481'341 | 481'341 | 477'338 CHF | 481'244 CHF | 100.00% | 100.00% |
26.04.2024 | 0.84% | 99.00 % | 100.70 % | 50'000 | 50'000 | 481'293 | 481'293 | 476'456 CHF | 480'325 CHF | 99.69% | 99.69% |