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% | 104.72 % | 105.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'600 CHF | 526'100 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 104.72 % | 105.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'600 CHF | 526'100 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 104.71 % | 105.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'550 CHF | 526'050 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 104.70 % | 105.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'500 CHF | 526'000 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 104.69 % | 105.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'450 CHF | 525'950 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 104.69 % | 105.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'450 CHF | 525'950 CHF | 100.00% | 100.00% |
02.05.2024 | 0.48% | 104.68 % | 105.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'400 CHF | 525'900 CHF | 100.00% | 100.00% |
30.04.2024 | 0.48% | 104.67 % | 105.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'350 CHF | 525'850 CHF | 100.00% | 100.00% |
29.04.2024 | 0.48% | 104.66 % | 105.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'300 CHF | 525'800 CHF | 100.00% | 100.00% |
26.04.2024 | 0.48% | 104.66 % | 105.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'300 CHF | 525'800 CHF | 97.88% | 97.88% |