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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.86% | 116.00 % | 117.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 580'969 CHF | 585'969 CHF | 97.91% | 97.91% |
07.05.2024 | 0.87% | 115.70 % | 116.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 574'082 CHF | 579'082 CHF | 99.55% | 99.55% |
06.05.2024 | 0.70% | 114.60 % | 115.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 571'878 CHF | 575'878 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 113.40 % | 114.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 565'124 CHF | 569'383 CHF | 100.00% | 100.00% |
02.05.2024 | 0.88% | 112.10 % | 113.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 566'150 CHF | 571'150 CHF | 100.00% | 100.00% |
30.04.2024 | 0.70% | 113.50 % | 114.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 568'497 CHF | 572'497 CHF | 99.24% | 99.24% |
29.04.2024 | 0.87% | 114.20 % | 115.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 573'466 CHF | 578'466 CHF | 100.00% | 100.00% |
26.04.2024 | 0.88% | 114.20 % | 115.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 567'730 CHF | 572'730 CHF | 99.17% | 99.17% |
25.04.2024 | 0.70% | 113.20 % | 114.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 568'453 CHF | 572'453 CHF | 99.98% | 99.98% |
24.04.2024 | 0.70% | 113.80 % | 114.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 570'020 CHF | 574'020 CHF | 99.74% | 99.74% |