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 | 0.46% | 107.29 % | 107.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'420 CHF | 539'920 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 107.12 % | 107.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'078 CHF | 538'578 CHF | 100.00% | 100.00% |
14.05.2024 | 0.47% | 107.01 % | 107.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'614 CHF | 535'114 CHF | 98.54% | 98.54% |
13.05.2024 | 0.47% | 106.51 % | 107.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'589 CHF | 533'089 CHF | 87.03% | 87.03% |
10.05.2024 | 0.48% | 104.94 % | 105.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'028 CHF | 525'528 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 103.79 % | 104.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'803 CHF | 522'303 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 104.82 % | 105.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'862 CHF | 527'362 CHF | 98.86% | 98.86% |
06.05.2024 | 0.47% | 105.55 % | 106.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'258 CHF | 528'758 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 104.98 % | 105.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'645 CHF | 527'145 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 105.27 % | 105.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'714 CHF | 529'214 CHF | 100.00% | 100.00% |