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 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'902 CHF | 501'902 CHF | 98.96% | 98.96% |
13.05.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'112 CHF | 506'112 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'220 CHF | 506'220 CHF | 99.84% | 99.84% |
08.05.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'512 CHF | 499'512 CHF | 98.26% | 98.26% |
07.05.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'283 CHF | 499'283 CHF | 99.43% | 99.43% |
06.05.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'920 CHF | 505'920 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'886 CHF | 507'626 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'998 CHF | 507'998 CHF | 100.00% | 100.00% |
30.04.2024 | 0.98% | 101.70 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'641 CHF | 513'641 CHF | 99.59% | 99.59% |
29.04.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'123 CHF | 516'123 CHF | 100.00% | 100.00% |