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 | 0.48% | 102.99 % | 103.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'480 CHF | 517'980 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 103.31 % | 103.81 % | 500'000 | 500'000 | 500'000 | 499'999 | 516'786 CHF | 519'285 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 102.64 % | 103.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'714 CHF | 514'214 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 102.03 % | 102.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'399 CHF | 512'899 CHF | 100.00% | 100.00% |
30.04.2024 | 0.49% | 102.26 % | 102.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'237 CHF | 515'737 CHF | 100.00% | 100.00% |
29.04.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'862 CHF | 511'362 CHF | 100.00% | 100.00% |
26.04.2024 | 0.49% | 101.68 % | 102.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'824 CHF | 509'324 CHF | 97.87% | 97.87% |
25.04.2024 | 0.49% | 100.88 % | 101.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'247 CHF | 506'747 CHF | 100.00% | 100.00% |
24.04.2024 | 0.49% | 101.18 % | 101.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'876 CHF | 511'376 CHF | 100.00% | 100.00% |
23.04.2024 | 0.50% | 100.96 % | 101.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'580 CHF | 505'080 CHF | 100.00% | 100.00% |