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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'667 CHF | 508'217 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 101.90 % | 102.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'068 CHF | 511'618 CHF | 99.73% | 99.73% |
08.05.2024 | 0.30% | 102.60 % | 102.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'610 CHF | 515'160 CHF | 98.11% | 98.11% |
07.05.2024 | 0.30% | 102.80 % | 103.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'089 CHF | 515'635 CHF | 99.44% | 99.44% |
06.05.2024 | 0.30% | 103.30 % | 103.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'840 CHF | 518'390 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 102.70 % | 103.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'406 CHF | 513'948 CHF | 99.53% | 99.53% |
02.05.2024 | 0.30% | 102.70 % | 103.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'501 CHF | 515'048 CHF | 100.00% | 100.00% |
30.04.2024 | 0.30% | 102.70 % | 103.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'622 CHF | 516'172 CHF | 99.23% | 99.23% |
29.04.2024 | 0.30% | 103.20 % | 103.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'751 CHF | 517'299 CHF | 99.78% | 99.78% |
26.04.2024 | 0.30% | 102.90 % | 103.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'522 CHF | 515'072 CHF | 99.68% | 99.68% |