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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'605 CHF | 507'605 CHF | 99.54% | 99.54% |
06.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'874 CHF | 507'874 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'571 CHF | 506'571 CHF | 99.99% | 99.99% |
02.05.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'631 CHF | 501'631 CHF | 100.00% | 100.00% |
30.04.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'847 CHF | 505'847 CHF | 99.59% | 99.59% |
29.04.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'238 CHF | 506'238 CHF | 100.00% | 100.00% |
26.04.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'338 CHF | 502'338 CHF | 98.93% | 98.93% |
25.04.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'088 CHF | 502'088 CHF | 100.00% | 100.00% |
24.04.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'668 CHF | 502'668 CHF | 99.75% | 99.75% |
23.04.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'915 CHF | 504'915 CHF | 99.75% | 99.75% |