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 | 0.45% | 109.74 % | 110.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'700 CHF | 551'200 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 109.72 % | 110.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'600 CHF | 551'100 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 109.71 % | 110.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'550 CHF | 551'050 CHF | 100.00% | 100.00% |
13.05.2024 | 0.45% | 109.71 % | 110.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'550 CHF | 551'050 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 109.70 % | 110.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'500 CHF | 551'000 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 109.70 % | 110.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'500 CHF | 551'000 CHF | 100.00% | 100.00% |
07.05.2024 | 0.45% | 109.68 % | 110.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'400 CHF | 550'900 CHF | 100.00% | 100.00% |
06.05.2024 | 0.45% | 109.68 % | 110.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'399 CHF | 550'899 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 109.67 % | 110.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'350 CHF | 550'850 CHF | 100.00% | 100.00% |
02.05.2024 | 0.45% | 109.66 % | 110.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'322 CHF | 550'822 CHF | 100.00% | 100.00% |