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 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'535 CHF | 502'035 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'574 CHF | 503'074 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'005 CHF | 501'505 CHF | 98.26% | 98.26% |
07.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'100 CHF | 501'600 CHF | 99.43% | 99.43% |
06.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'566 CHF | 500'066 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'952 CHF | 497'452 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'768 CHF | 495'268 CHF | 100.00% | 100.00% |
30.04.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'171 CHF | 496'671 CHF | 99.23% | 99.23% |
29.04.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'754 CHF | 496'254 CHF | 100.00% | 100.00% |
26.04.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'618 CHF | 494'118 CHF | 99.44% | 99.44% |