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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.30% | 102.00 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'189 CHF | 509'739 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'718 CHF | 502'268 CHF | 98.94% | 98.94% |
13.05.2024 | 0.31% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'581 CHF | 494'131 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 98.60 % | 98.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'388 CHF | 493'938 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'437 CHF | 492'987 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'109 CHF | 491'655 CHF | 99.43% | 99.43% |
06.05.2024 | 0.32% | 97.40 % | 97.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'188 CHF | 487'738 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 97.40 % | 97.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'330 CHF | 488'873 CHF | 99.99% | 99.99% |
02.05.2024 | 0.32% | 96.90 % | 97.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'389 CHF | 484'935 CHF | 100.00% | 100.00% |
30.04.2024 | 0.32% | 96.30 % | 96.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'795 CHF | 483'345 CHF | 99.23% | 99.23% |