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 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'551 CHF | 506'551 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'181 CHF | 505'181 CHF | 99.84% | 99.84% |
08.05.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'058 CHF | 506'058 CHF | 98.03% | 98.03% |
07.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'599 CHF | 503'599 CHF | 99.43% | 99.43% |
06.05.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'379 CHF | 503'379 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'411 CHF | 501'411 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'913 CHF | 498'913 CHF | 100.00% | 100.00% |
30.04.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'941 CHF | 505'941 CHF | 99.59% | 99.59% |
29.04.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'660 CHF | 504'660 CHF | 100.00% | 100.00% |
26.04.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'908 CHF | 503'908 CHF | 99.17% | 99.17% |