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 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'202 CHF | 509'202 CHF | 97.91% | 97.91% |
07.05.2024 | 0.98% | 101.20 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'195 CHF | 511'195 CHF | 99.44% | 99.44% |
06.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'466 CHF | 511'466 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'933 CHF | 509'192 CHF | 100.00% | 100.00% |
02.05.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'264 CHF | 509'264 CHF | 100.00% | 100.00% |
30.04.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'273 CHF | 509'273 CHF | 99.59% | 99.59% |
29.04.2024 | 0.99% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'010 CHF | 510'010 CHF | 100.00% | 100.00% |
26.04.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'747 CHF | 508'747 CHF | 99.18% | 99.18% |
25.04.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'693 CHF | 507'693 CHF | 100.00% | 100.00% |
24.04.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'837 CHF | 508'837 CHF | 99.72% | 99.72% |