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 | 0.49% | 101.21 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'469 CHF | 507'969 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 100.69 % | 101.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'280 CHF | 504'780 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 100.03 % | 100.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'419 CHF | 500'919 CHF | 99.99% | 99.99% |
02.05.2024 | 0.50% | 99.12 % | 99.62 % | 500'000 | 500'000 | 500'000 | 499'959 | 495'884 CHF | 498'342 CHF | 99.99% | 99.99% |
30.04.2024 | 0.50% | 99.59 % | 100.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'863 CHF | 502'363 CHF | 100.00% | 100.00% |
29.04.2024 | 0.50% | 100.04 % | 100.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'804 CHF | 503'304 CHF | 100.00% | 100.00% |
26.04.2024 | 0.50% | 100.18 % | 100.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'258 CHF | 500'758 CHF | 97.88% | 97.88% |
25.04.2024 | 0.51% | 98.39 % | 98.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'922 CHF | 495'422 CHF | 99.98% | 99.98% |
24.04.2024 | 0.50% | 98.87 % | 99.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'677 CHF | 498'177 CHF | 100.00% | 100.00% |
23.04.2024 | 0.51% | 98.57 % | 99.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'358 CHF | 492'858 CHF | 100.00% | 100.00% |