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 | 0.46% | 108.45 % | 108.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'034 CHF | 544'534 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 108.32 % | 108.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'888 CHF | 544'388 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 108.16 % | 108.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'942 CHF | 543'442 CHF | 100.00% | 100.00% |
07.05.2024 | 0.46% | 107.96 % | 108.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 539'899 CHF | 542'399 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 107.75 % | 108.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'993 CHF | 541'493 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 107.57 % | 108.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'274 CHF | 539'774 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 107.03 % | 107.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'933 CHF | 538'433 CHF | 100.00% | 100.00% |
30.04.2024 | 0.47% | 107.22 % | 107.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'774 CHF | 538'274 CHF | 100.00% | 100.00% |
29.04.2024 | 0.47% | 107.17 % | 107.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'166 CHF | 537'666 CHF | 100.00% | 100.00% |
26.04.2024 | 0.47% | 106.67 % | 107.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'393 CHF | 534'893 CHF | 97.87% | 97.87% |