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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.46% | 109.10 % | 109.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 546'327 CHF | 548'827 CHF | 99.42% | 99.42% |
22.05.2024 | 0.46% | 109.15 % | 109.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 545'911 CHF | 548'411 CHF | 97.25% | 97.25% |
21.05.2024 | 0.46% | 109.14 % | 109.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 545'025 CHF | 547'525 CHF | 100.00% | 100.00% |
17.05.2024 | 0.46% | 108.83 % | 109.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 544'097 CHF | 546'597 CHF | 100.00% | 100.00% |
16.05.2024 | 0.46% | 108.79 % | 109.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 543'404 CHF | 545'904 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 108.38 % | 108.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'039 CHF | 544'539 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 108.39 % | 108.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'372 CHF | 543'872 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 108.45 % | 108.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'034 CHF | 544'534 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 108.32 % | 108.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'888 CHF | 544'388 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 108.16 % | 108.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'942 CHF | 543'442 CHF | 100.00% | 100.00% |