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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'542 CHF | 499'542 CHF | 98.96% | 98.96% |
13.05.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'943 CHF | 505'943 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'881 CHF | 505'881 CHF | 99.84% | 99.84% |
08.05.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'255 CHF | 504'255 CHF | 98.15% | 98.15% |
07.05.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'748 CHF | 500'748 CHF | 99.44% | 99.44% |
06.05.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'123 CHF | 500'123 CHF | 100.00% | 100.00% |
03.05.2024 | 0.95% | 98.80 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'381 CHF | 499'121 CHF | 99.98% | 99.98% |
02.05.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'473 CHF | 496'473 CHF | 100.00% | 100.00% |
30.04.2024 | 1.01% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'594 CHF | 498'594 CHF | 99.24% | 99.24% |
29.04.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'332 CHF | 500'332 CHF | 100.00% | 100.00% |