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 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'644 CHF | 514'644 CHF | 98.15% | 98.15% |
07.05.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'310 CHF | 516'310 CHF | 99.54% | 99.54% |
06.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'005 CHF | 511'005 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'878 CHF | 507'878 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'513 CHF | 500'513 CHF | 100.00% | 100.00% |
30.04.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 507'000 CHF | 99.24% | 99.24% |
29.04.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'076 CHF | 506'076 CHF | 100.00% | 100.00% |
26.04.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'074 CHF | 503'074 CHF | 99.44% | 99.44% |
25.04.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'638 CHF | 500'638 CHF | 100.00% | 100.00% |
24.04.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'267 CHF | 502'267 CHF | 99.74% | 99.74% |