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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.50% | 102.60 % | 103.10 % | 500'000 | 500'000 | 145'658 | 145'658 | 149'394 CHF | 150'126 CHF | 99.45% | 99.45% |
06.05.2024 | 0.50% | 102.80 % | 103.30 % | 500'000 | 500'000 | 145'128 | 145'128 | 149'089 CHF | 149'818 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 102.60 % | 103.10 % | 500'000 | 500'000 | 145'302 | 145'302 | 149'067 CHF | 149'797 CHF | 99.83% | 99.83% |
02.05.2024 | 0.50% | 102.60 % | 103.10 % | 500'000 | 500'000 | 145'137 | 145'137 | 148'838 CHF | 149'567 CHF | 100.00% | 100.00% |
30.04.2024 | 0.51% | 101.70 % | 102.20 % | 500'000 | 500'000 | 145'535 | 145'535 | 148'264 CHF | 148'997 CHF | 99.23% | 99.23% |
29.04.2024 | 0.54% | 102.10 % | 102.60 % | 500'000 | 500'000 | 142'720 | 142'720 | 145'637 CHF | 146'367 CHF | 99.79% | 99.79% |
26.04.2024 | 0.50% | 102.00 % | 102.50 % | 500'000 | 500'000 | 145'485 | 145'485 | 148'530 CHF | 149'261 CHF | 99.65% | 99.65% |
25.04.2024 | 0.50% | 103.30 % | 103.80 % | 500'000 | 500'000 | 145'144 | 145'144 | 149'940 CHF | 150'669 CHF | 100.00% | 100.00% |
24.04.2024 | 0.50% | 103.10 % | 103.60 % | 500'000 | 500'000 | 145'399 | 145'399 | 150'019 CHF | 150'749 CHF | 99.72% | 99.72% |
23.04.2024 | 0.50% | 102.70 % | 103.20 % | 500'000 | 500'000 | 145'139 | 145'139 | 148'908 CHF | 149'637 CHF | 100.00% | 100.00% |