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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.47% | 106.03 % | 106.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'446 CHF | 534'946 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 107.43 % | 107.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'273 CHF | 538'773 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 106.58 % | 107.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'578 CHF | 534'078 CHF | 100.00% | 100.00% |
07.05.2024 | 0.47% | 106.73 % | 107.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'414 CHF | 535'914 CHF | 100.00% | 100.00% |
06.05.2024 | 0.47% | 106.27 % | 106.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'481 CHF | 532'981 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 105.63 % | 106.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'249 CHF | 530'749 CHF | 100.00% | 100.00% |
02.05.2024 | 0.48% | 104.47 % | 104.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'033 CHF | 525'533 CHF | 100.00% | 100.00% |
30.04.2024 | 0.48% | 103.26 % | 103.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'709 CHF | 519'209 CHF | 100.00% | 100.00% |
29.04.2024 | 0.48% | 102.89 % | 103.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'536 CHF | 517'036 CHF | 100.00% | 100.00% |
26.04.2024 | 0.49% | 102.59 % | 103.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'086 CHF | 513'586 CHF | 97.89% | 97.89% |