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% | 106.65 % | 107.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'063 CHF | 535'563 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 106.40 % | 106.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'762 CHF | 534'262 CHF | 100.00% | 100.00% |
14.05.2024 | 0.47% | 106.27 % | 106.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'339 CHF | 533'839 CHF | 16.38% | 16.38% |
13.05.2024 | 0.47% | 105.34 % | 105.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'606 CHF | 529'106 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 105.21 % | 105.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'455 CHF | 528'955 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 105.05 % | 105.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'452 CHF | 527'952 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 105.12 % | 105.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'273 CHF | 526'773 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 104.81 % | 105.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'684 CHF | 526'184 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 104.34 % | 104.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'245 CHF | 523'745 CHF | 99.98% | 99.98% |
02.05.2024 | 0.48% | 103.92 % | 104.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'031 CHF | 522'531 CHF | 100.00% | 100.00% |