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 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'034 CHF | 517'534 CHF | 99.36% | 99.36% |
07.05.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'497 CHF | 513'997 CHF | 94.77% | 94.77% |
06.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'946 CHF | 508'446 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'667 CHF | 508'167 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'734 CHF | 505'234 CHF | 99.38% | 99.38% |
30.04.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'066 CHF | 505'566 CHF | 99.38% | 99.38% |
29.04.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'433 CHF | 502'933 CHF | 99.37% | 99.37% |
26.04.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'158 CHF | 501'658 CHF | 99.37% | 99.37% |
25.04.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'019 CHF | 501'519 CHF | 99.38% | 99.38% |
24.04.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'406 CHF | 501'906 CHF | 99.37% | 99.37% |