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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.48% | 104.40 % | 104.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'438 CHF | 523'938 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 103.96 % | 104.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'357 CHF | 521'857 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 103.91 % | 104.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'640 CHF | 522'140 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 103.47 % | 103.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'692 CHF | 519'192 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 102.86 % | 103.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'920 CHF | 516'420 CHF | 99.98% | 99.98% |
02.05.2024 | 0.49% | 102.42 % | 102.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'421 CHF | 513'921 CHF | 100.00% | 100.00% |
30.04.2024 | 0.49% | 101.68 % | 102.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'185 CHF | 511'685 CHF | 100.00% | 100.00% |
29.04.2024 | 0.49% | 101.79 % | 102.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'711 CHF | 511'211 CHF | 100.00% | 100.00% |
26.04.2024 | 0.49% | 101.87 % | 102.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'829 CHF | 510'329 CHF | 97.85% | 97.85% |
25.04.2024 | 0.49% | 101.31 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'432 CHF | 508'932 CHF | 100.00% | 100.00% |