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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.47% | 107.36 % | 107.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'366 CHF | 538'866 CHF | 100.00% | 100.00% |
06.05.2024 | 0.47% | 107.14 % | 107.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'877 CHF | 538'377 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 107.01 % | 107.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'009 CHF | 537'509 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 107.08 % | 107.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'887 CHF | 538'387 CHF | 100.00% | 100.00% |
30.04.2024 | 0.46% | 107.45 % | 107.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'655 CHF | 540'155 CHF | 100.00% | 100.00% |
29.04.2024 | 0.46% | 108.01 % | 108.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'348 CHF | 542'848 CHF | 100.00% | 100.00% |
26.04.2024 | 0.46% | 107.99 % | 108.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 539'469 CHF | 541'969 CHF | 97.89% | 97.89% |
25.04.2024 | 0.46% | 107.61 % | 108.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'782 CHF | 541'282 CHF | 100.00% | 100.00% |
24.04.2024 | 0.46% | 107.78 % | 108.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 539'251 CHF | 541'751 CHF | 100.00% | 100.00% |
23.04.2024 | 0.46% | 107.72 % | 108.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'411 CHF | 540'911 CHF | 100.00% | 100.00% |