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 | 0.77% | 103.50 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'739 CHF | 518'739 CHF | 99.43% | 99.43% |
14.05.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'683 CHF | 516'683 CHF | 98.93% | 98.93% |
13.05.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'078 CHF | 515'078 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'846 CHF | 515'846 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'417 CHF | 515'417 CHF | 98.15% | 98.15% |
07.05.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'722 CHF | 514'722 CHF | 99.54% | 99.54% |
06.05.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'204 CHF | 512'204 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'938 CHF | 510'938 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'609 CHF | 509'609 CHF | 100.00% | 100.00% |
30.04.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'982 CHF | 513'982 CHF | 99.22% | 99.22% |