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 | 0.98% | 102.10 % | 103.10 % | 500'000 | 500'000 | 499'003 | 499'003 | 509'684 CHF | 514'678 CHF | 98.93% | 98.93% |
13.05.2024 | 0.79% | 101.80 % | 102.60 % | 500'000 | 500'000 | 497'159 | 497'159 | 505'564 CHF | 509'553 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.30 % | 102.10 % | 500'000 | 500'000 | 494'986 | 494'986 | 500'737 CHF | 504'718 CHF | 99.84% | 99.84% |
08.05.2024 | 0.98% | 101.90 % | 102.90 % | 500'000 | 500'000 | 499'408 | 499'408 | 506'964 CHF | 511'960 CHF | 98.26% | 98.26% |
07.05.2024 | 0.99% | 101.30 % | 102.30 % | 500'000 | 500'000 | 495'109 | 495'109 | 501'153 CHF | 506'124 CHF | 99.44% | 99.44% |
06.05.2024 | 0.80% | 101.40 % | 102.20 % | 500'000 | 500'000 | 490'834 | 490'834 | 497'572 CHF | 501'537 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 101.00 % | 101.80 % | 500'000 | 500'000 | 490'843 | 490'843 | 495'109 CHF | 499'324 CHF | 100.00% | 100.00% |
02.05.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 497'617 | 497'617 | 502'211 CHF | 507'197 CHF | 100.00% | 100.00% |
30.04.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'014 CHF | 510'014 CHF | 99.59% | 99.59% |
29.04.2024 | 1.00% | 101.20 % | 102.20 % | 500'000 | 500'000 | 491'773 | 491'773 | 497'114 CHF | 502'070 CHF | 99.77% | 99.77% |