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% | 104.13 % | 104.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'061 CHF | 522'561 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 104.16 % | 104.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'915 CHF | 523'415 CHF | 99.34% | 99.34% |
06.05.2024 | 0.48% | 103.21 % | 103.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'348 CHF | 517'848 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'781 CHF | 514'281 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 101.76 % | 102.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'794 CHF | 511'294 CHF | 100.00% | 100.00% |
30.04.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'192 CHF | 508'692 CHF | 100.00% | 100.00% |
29.04.2024 | 0.49% | 101.21 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'315 CHF | 508'815 CHF | 100.00% | 100.00% |
26.04.2024 | 0.49% | 101.19 % | 101.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'606 CHF | 507'106 CHF | 97.88% | 97.88% |
25.04.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'149 CHF | 505'649 CHF | 100.00% | 100.00% |
24.04.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'241 CHF | 504'741 CHF | 100.00% | 100.00% |