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 | 0.48% | 102.62 % | 103.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'087 CHF | 517'587 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 104.88 % | 105.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'893 CHF | 526'393 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 104.53 % | 105.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'872 CHF | 524'372 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 104.37 % | 104.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'139 CHF | 524'639 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 103.84 % | 104.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'800 CHF | 521'300 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 103.42 % | 103.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'494 CHF | 518'994 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 102.83 % | 103.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'853 CHF | 516'353 CHF | 100.00% | 100.00% |
30.04.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'502 CHF | 514'002 CHF | 100.00% | 100.00% |
29.04.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'069 CHF | 513'569 CHF | 100.00% | 100.00% |
26.04.2024 | 0.49% | 102.18 % | 102.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'631 CHF | 512'131 CHF | 97.87% | 97.87% |