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 | 0.31% | 96.20 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'582 CHF | 485'082 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 96.80 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'575 CHF | 487'075 CHF | 99.73% | 99.73% |
08.05.2024 | 0.30% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'434 CHF | 493'934 CHF | 98.00% | 98.00% |
07.05.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'996 CHF | 506'496 CHF | 99.53% | 99.53% |
06.05.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'425 CHF | 506'925 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'038 CHF | 501'538 CHF | 99.53% | 99.53% |
02.05.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'946 CHF | 502'446 CHF | 100.00% | 100.00% |
30.04.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'794 CHF | 507'294 CHF | 99.23% | 99.23% |
29.04.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'133 CHF | 509'633 CHF | 99.78% | 99.78% |
26.04.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'687 CHF | 506'187 CHF | 99.43% | 99.43% |