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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.47% | 105.55 % | 106.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'494 CHF | 529'994 CHF | 100.00% | 100.00% |
14.05.2024 | 0.47% | 105.59 % | 106.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'036 CHF | 530'536 CHF | 100.00% | 100.00% |
13.05.2024 | 0.47% | 105.48 % | 105.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'853 CHF | 529'353 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 105.11 % | 105.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'953 CHF | 528'453 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 105.20 % | 105.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'953 CHF | 528'453 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 105.09 % | 105.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'057 CHF | 527'557 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 104.91 % | 105.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'009 CHF | 527'509 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 104.91 % | 105.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'178 CHF | 527'678 CHF | 100.00% | 100.00% |
02.05.2024 | 0.48% | 104.57 % | 105.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'803 CHF | 525'303 CHF | 100.00% | 100.00% |
30.04.2024 | 0.48% | 104.50 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'436 CHF | 525'936 CHF | 100.00% | 100.00% |