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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'913 CHF | 510'413 CHF | 99.38% | 99.38% |
08.05.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'120 CHF | 506'620 CHF | 99.38% | 99.38% |
07.05.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'014 CHF | 507'514 CHF | 97.38% | 97.38% |
06.05.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'118 CHF | 505'618 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'072 CHF | 504'572 CHF | 99.35% | 99.35% |
02.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'349 CHF | 503'849 CHF | 99.34% | 99.34% |
30.04.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'210 CHF | 504'710 CHF | 99.38% | 99.38% |
29.04.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'657 CHF | 503'157 CHF | 99.38% | 99.38% |
26.04.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'918 CHF | 503'418 CHF | 99.38% | 99.38% |
25.04.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'390 CHF | 498'890 CHF | 97.54% | 97.54% |