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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.31% | 97.30 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'727 CHF | 490'227 CHF | 97.95% | 97.95% |
06.05.2024 | 0.30% | 98.50 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'082 CHF | 492'582 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 97.70 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'716 CHF | 491'216 CHF | 99.99% | 99.99% |
02.05.2024 | 0.30% | 98.20 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'338 CHF | 492'838 CHF | 100.00% | 100.00% |
30.04.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'758 CHF | 495'258 CHF | 97.79% | 97.79% |
29.04.2024 | 0.30% | 98.60 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'277 CHF | 492'777 CHF | 100.00% | 100.00% |
26.04.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'827 CHF | 496'327 CHF | 99.69% | 99.69% |
25.04.2024 | 0.30% | 98.60 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'173 CHF | 494'673 CHF | 100.00% | 100.00% |
24.04.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'564 CHF | 503'064 CHF | 99.29% | 99.29% |
23.04.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'057 CHF | 504'557 CHF | 99.73% | 99.73% |