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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.49% | 102.01 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'628 CHF | 515'128 CHF | 96.76% | 96.76% |
13.05.2024 | 0.49% | 102.70 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'793 CHF | 515'293 CHF | 91.25% | 91.25% |
10.05.2024 | 0.49% | 102.49 % | 102.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'730 CHF | 515'230 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 102.38 % | 102.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'722 CHF | 514'222 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'236 CHF | 509'736 CHF | 73.17% | 73.17% |
06.05.2024 | 0.49% | 101.92 % | 102.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'164 CHF | 510'664 CHF | 64.39% | 64.39% |
03.05.2024 | 0.49% | 100.82 % | 101.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'380 CHF | 506'880 CHF | 99.99% | 99.99% |
02.05.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'879 CHF | 504'379 CHF | 100.00% | 100.00% |
30.04.2024 | 0.50% | 100.17 % | 100.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'542 CHF | 504'042 CHF | 100.00% | 100.00% |
29.04.2024 | 0.50% | 100.43 % | 100.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'797 CHF | 506'297 CHF | 60.32% | 60.32% |