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 | 0.46% | 107.39 % | 107.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'898 CHF | 539'398 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 107.31 % | 107.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'448 CHF | 538'948 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 107.21 % | 107.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'117 CHF | 538'617 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 107.08 % | 107.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'651 CHF | 538'151 CHF | 100.00% | 100.00% |
30.04.2024 | 0.47% | 106.89 % | 107.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'545 CHF | 537'045 CHF | 100.00% | 100.00% |
29.04.2024 | 0.47% | 106.81 % | 107.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'069 CHF | 536'569 CHF | 100.00% | 100.00% |
26.04.2024 | 0.47% | 106.68 % | 107.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'991 CHF | 535'491 CHF | 97.87% | 97.87% |
25.04.2024 | 0.47% | 106.37 % | 106.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'002 CHF | 534'502 CHF | 100.00% | 100.00% |
24.04.2024 | 0.47% | 106.28 % | 106.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'345 CHF | 534'845 CHF | 100.00% | 100.00% |
23.04.2024 | 0.47% | 106.55 % | 107.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'565 CHF | 535'065 CHF | 100.00% | 100.00% |