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 | 0.47% | 106.30 % | 106.80 % | 500'000 | 250'000 | 500'000 | 250'000 | 531'500 CHF | 267'000 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 106.28 % | 106.78 % | 500'000 | 250'000 | 500'000 | 250'000 | 531'400 CHF | 266'950 CHF | 100.00% | 100.00% |
14.05.2024 | 0.47% | 106.28 % | 106.78 % | 500'000 | 250'000 | 500'000 | 250'000 | 531'400 CHF | 266'950 CHF | 100.00% | 100.00% |
13.05.2024 | 0.47% | 106.28 % | 106.78 % | 500'000 | 250'000 | 500'000 | 250'000 | 531'400 CHF | 266'950 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 106.27 % | 106.77 % | 500'000 | 250'000 | 500'000 | 250'000 | 531'350 CHF | 266'925 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 106.27 % | 106.77 % | 500'000 | 250'000 | 500'000 | 250'000 | 531'350 CHF | 266'925 CHF | 100.00% | 100.00% |
07.05.2024 | 0.47% | 106.25 % | 106.75 % | 500'000 | 250'000 | 500'000 | 250'000 | 531'250 CHF | 266'875 CHF | 100.00% | 100.00% |
06.05.2024 | 0.47% | 106.24 % | 106.74 % | 500'000 | 250'000 | 500'000 | 250'000 | 531'200 CHF | 266'850 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 106.24 % | 106.74 % | 500'000 | 250'000 | 500'000 | 250'000 | 531'200 CHF | 266'850 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 106.23 % | 106.73 % | 500'000 | 250'000 | 500'000 | 250'000 | 531'150 CHF | 266'825 CHF | 100.00% | 100.00% |