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 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'262 CHF | 510'762 CHF | 98.26% | 98.26% |
07.05.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'136 CHF | 510'636 CHF | 99.43% | 99.43% |
06.05.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'690 CHF | 506'190 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'118 CHF | 504'618 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'543 CHF | 502'043 CHF | 100.00% | 100.00% |
30.04.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'796 CHF | 503'296 CHF | 99.23% | 99.23% |
29.04.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'026 CHF | 504'526 CHF | 100.00% | 100.00% |
26.04.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'616 CHF | 503'116 CHF | 99.69% | 99.69% |
25.04.2024 | 0.30% | 99.60 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'408 CHF | 499'908 CHF | 100.00% | 100.00% |
24.04.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'197 CHF | 501'697 CHF | 99.74% | 99.74% |