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 | 0.45% | 110.89 % | 111.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 554'439 CHF | 556'939 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 110.87 % | 111.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 554'318 CHF | 556'818 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 110.86 % | 111.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 554'300 CHF | 556'800 CHF | 100.00% | 100.00% |
13.05.2024 | 0.45% | 110.85 % | 111.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 554'265 CHF | 556'765 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 110.85 % | 111.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 554'250 CHF | 556'750 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 110.85 % | 111.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 554'190 CHF | 556'690 CHF | 100.00% | 100.00% |
07.05.2024 | 0.45% | 110.83 % | 111.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 554'054 CHF | 556'554 CHF | 100.00% | 100.00% |
06.05.2024 | 0.45% | 110.81 % | 111.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 554'050 CHF | 556'550 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 110.76 % | 111.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 553'858 CHF | 556'358 CHF | 100.00% | 100.00% |
02.05.2024 | 0.45% | 110.73 % | 111.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 553'777 CHF | 556'277 CHF | 100.00% | 100.00% |