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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.97% | 102.35 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'102 CHF | 516'102 CHF | 100.00% | 100.00% |
13.05.2024 | 0.97% | 102.21 % | 103.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'002 CHF | 516'002 CHF | 100.00% | 100.00% |
10.05.2024 | 0.97% | 102.11 % | 103.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'516 CHF | 515'516 CHF | 100.00% | 100.00% |
08.05.2024 | 0.98% | 101.75 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'542 CHF | 513'542 CHF | 100.00% | 100.00% |
07.05.2024 | 0.98% | 101.56 % | 102.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'849 CHF | 511'849 CHF | 100.00% | 100.00% |
06.05.2024 | 0.99% | 100.97 % | 101.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'102 CHF | 510'102 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'812 CHF | 508'812 CHF | 100.00% | 100.00% |
02.05.2024 | 0.99% | 100.59 % | 101.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'721 CHF | 508'721 CHF | 100.00% | 100.00% |
30.04.2024 | 0.99% | 100.85 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'901 CHF | 509'901 CHF | 100.00% | 100.00% |
29.04.2024 | 0.98% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'935 CHF | 510'935 CHF | 100.00% | 100.00% |