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% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'689 CHF | 497'189 CHF | 98.94% | 98.94% |
10.05.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'552 CHF | 499'052 CHF | 99.22% | 99.22% |
08.05.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'491 CHF | 503'991 CHF | 99.36% | 99.36% |
07.05.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'585 CHF | 514'085 CHF | 94.75% | 94.75% |
06.05.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'799 CHF | 516'299 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'726 CHF | 511'226 CHF | 99.29% | 99.29% |
02.05.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'708 CHF | 511'208 CHF | 99.37% | 99.37% |
30.04.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'430 CHF | 515'930 CHF | 99.38% | 99.38% |
29.04.2024 | 0.48% | 103.15 % | 103.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'361 CHF | 517'861 CHF | 99.37% | 99.37% |
26.04.2024 | 0.49% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'580 CHF | 515'080 CHF | 99.38% | 99.38% |