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 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'117 CHF | 497'617 CHF | 98.94% | 98.94% |
13.05.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'844 CHF | 499'344 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'986 CHF | 500'486 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'671 CHF | 500'171 CHF | 97.91% | 97.91% |
07.05.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'263 CHF | 499'763 CHF | 99.53% | 99.53% |
06.05.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'027 CHF | 497'527 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 98.90 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'339 CHF | 494'098 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'663 CHF | 496'163 CHF | 100.00% | 100.00% |
30.04.2024 | 0.30% | 99.60 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'554 CHF | 499'054 CHF | 99.23% | 99.23% |
29.04.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'600 CHF | 500'100 CHF | 100.00% | 100.00% |