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% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'964 CHF | 505'964 CHF | 98.01% | 98.01% |
07.05.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'125 CHF | 506'125 CHF | 99.43% | 99.43% |
06.05.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'066 CHF | 499'066 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'619 CHF | 497'619 CHF | 100.00% | 100.00% |
02.05.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'263 CHF | 494'263 CHF | 99.99% | 99.99% |
30.04.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'315 CHF | 496'315 CHF | 99.59% | 99.59% |
29.04.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'266 CHF | 493'266 CHF | 99.79% | 99.79% |
26.04.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'449 CHF | 492'449 CHF | 99.44% | 99.44% |
25.04.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'590 CHF | 485'590 CHF | 100.00% | 100.00% |
24.04.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'656 CHF | 489'656 CHF | 99.50% | 99.50% |