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 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'200 CHF | 501'700 CHF | 99.37% | 99.37% |
13.05.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'852 CHF | 492'352 CHF | 98.82% | 98.82% |
10.05.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'446 CHF | 491'946 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'607 CHF | 490'107 CHF | 99.38% | 99.38% |
07.05.2024 | 0.51% | 97.65 % | 98.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'722 CHF | 488'222 CHF | 97.38% | 97.38% |
06.05.2024 | 0.52% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'682 CHF | 485'182 CHF | 99.37% | 99.37% |
03.05.2024 | 0.52% | 96.80 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'611 CHF | 486'111 CHF | 99.38% | 99.38% |
02.05.2024 | 0.52% | 95.75 % | 96.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'808 CHF | 480'308 CHF | 99.34% | 99.34% |
30.04.2024 | 0.52% | 95.05 % | 95.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'381 CHF | 477'880 CHF | 99.38% | 99.38% |
29.04.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'565 CHF | 481'065 CHF | 99.38% | 99.38% |