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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.31% | 95.80 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'008 CHF | 479'508 CHF | 99.44% | 99.44% |
06.05.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'177 CHF | 479'677 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'583 CHF | 479'083 CHF | 100.00% | 100.00% |
02.05.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'416 CHF | 477'916 CHF | 100.00% | 100.00% |
30.04.2024 | 0.32% | 95.60 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'746 CHF | 476'246 CHF | 99.22% | 99.22% |
29.04.2024 | 0.31% | 94.80 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'239 CHF | 477'739 CHF | 100.00% | 100.00% |
26.04.2024 | 0.32% | 95.20 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'271 CHF | 476'771 CHF | 99.43% | 99.43% |
25.04.2024 | 0.31% | 96.40 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'179 CHF | 488'679 CHF | 100.00% | 100.00% |
24.04.2024 | 0.30% | 99.20 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'990 CHF | 495'490 CHF | 99.73% | 99.73% |
23.04.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'254 CHF | 496'754 CHF | 100.00% | 100.00% |