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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.74% | 107.23 % | 108.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'673 CHF | 540'673 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 107.31 % | 108.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'506 CHF | 538'506 CHF | 100.00% | 100.00% |
14.05.2024 | 0.75% | 106.53 % | 107.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'436 CHF | 535'436 CHF | 100.00% | 100.00% |
13.05.2024 | 0.75% | 106.39 % | 107.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'416 CHF | 536'416 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 106.41 % | 107.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'503 CHF | 536'503 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 106.30 % | 107.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'128 CHF | 536'128 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 106.13 % | 106.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'365 CHF | 533'365 CHF | 100.00% | 100.00% |
06.05.2024 | 0.76% | 104.95 % | 105.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'268 CHF | 528'268 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 104.59 % | 105.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'723 CHF | 525'723 CHF | 100.00% | 100.00% |
02.05.2024 | 0.77% | 103.84 % | 104.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'590 CHF | 523'590 CHF | 100.00% | 100.00% |