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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.82% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'133 CHF | 490'133 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'382 CHF | 495'382 CHF | 99.84% | 99.84% |
08.05.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'946 CHF | 497'946 CHF | 98.03% | 98.03% |
07.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'236 CHF | 510'236 CHF | 99.45% | 99.45% |
06.05.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'518 CHF | 514'518 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'870 CHF | 504'870 CHF | 99.99% | 99.99% |
02.05.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'186 CHF | 503'186 CHF | 100.00% | 100.00% |
30.04.2024 | 0.79% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'994 CHF | 505'994 CHF | 99.59% | 99.59% |
29.04.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'760 CHF | 509'760 CHF | 100.00% | 100.00% |
26.04.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'190 CHF | 509'190 CHF | 99.17% | 99.17% |