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 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'460 CHF | 507'010 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'316 CHF | 506'862 CHF | 99.43% | 99.43% |
06.05.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'301 CHF | 502'851 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'745 CHF | 501'287 CHF | 99.98% | 99.98% |
02.05.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'089 CHF | 498'636 CHF | 100.00% | 100.00% |
30.04.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'317 CHF | 499'867 CHF | 99.22% | 99.22% |
29.04.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'534 CHF | 501'082 CHF | 100.00% | 100.00% |
26.04.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'023 CHF | 499'573 CHF | 99.44% | 99.44% |
25.04.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'858 CHF | 496'408 CHF | 99.99% | 99.99% |
24.04.2024 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'604 CHF | 498'154 CHF | 99.74% | 99.74% |