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% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'895 CHF | 498'395 CHF | 98.94% | 98.94% |
10.05.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'568 CHF | 500'068 CHF | 99.22% | 99.22% |
08.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'783 CHF | 503'283 CHF | 99.36% | 99.36% |
07.05.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'240 CHF | 513'740 CHF | 94.75% | 94.75% |
06.05.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'274 CHF | 515'774 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'542 CHF | 511'042 CHF | 99.29% | 99.29% |
02.05.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'542 CHF | 511'042 CHF | 99.37% | 99.37% |
30.04.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'785 CHF | 518'285 CHF | 99.38% | 99.38% |
29.04.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'694 CHF | 517'194 CHF | 99.37% | 99.37% |
26.04.2024 | 0.49% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'103 CHF | 514'603 CHF | 99.38% | 99.38% |