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 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'784 CHF | 494'784 CHF | 98.26% | 98.26% |
07.05.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 499'956 | 489'946 CHF | 493'903 CHF | 99.42% | 99.42% |
06.05.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'825 CHF | 505'825 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'033 CHF | 508'033 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'426 CHF | 510'426 CHF | 100.00% | 100.00% |
30.04.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'270 CHF | 516'270 CHF | 99.24% | 99.24% |
29.04.2024 | 0.77% | 103.30 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'348 CHF | 520'348 CHF | 100.00% | 100.00% |
26.04.2024 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'928 CHF | 518'928 CHF | 99.68% | 99.68% |
25.04.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'412 CHF | 517'412 CHF | 100.00% | 100.00% |
24.04.2024 | 0.77% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'782 CHF | 518'782 CHF | 99.75% | 99.75% |