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 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'913 CHF | 503'913 CHF | 98.26% | 98.26% |
07.05.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'978 CHF | 502'978 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.70 % | 100.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'850 CHF | 50'250 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'199 CHF | 500'199 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'001 CHF | 511'001 CHF | 100.00% | 100.00% |
30.04.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'662 CHF | 512'662 CHF | 99.23% | 99.23% |
29.04.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'488 CHF | 512'488 CHF | 100.00% | 100.00% |
26.04.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'412 CHF | 512'412 CHF | 99.69% | 99.69% |
25.04.2024 | 0.78% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'644 CHF | 511'644 CHF | 100.00% | 100.00% |
24.04.2024 | 0.78% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'188 CHF | 512'188 CHF | 100.00% | 100.00% |