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% | 109.67 % | 110.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'350 CHF | 550'850 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 109.65 % | 110.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'250 CHF | 550'750 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 109.64 % | 110.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'206 CHF | 550'706 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 109.64 % | 110.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'192 CHF | 550'692 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 109.61 % | 110.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'085 CHF | 550'585 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 109.57 % | 110.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 547'908 CHF | 550'408 CHF | 100.00% | 100.00% |
07.05.2024 | 0.46% | 109.56 % | 110.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 547'770 CHF | 550'270 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 109.50 % | 110.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 547'462 CHF | 549'962 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 109.43 % | 109.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 546'903 CHF | 549'403 CHF | 100.00% | 100.00% |
02.05.2024 | 0.46% | 109.22 % | 109.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 546'940 CHF | 549'440 CHF | 100.00% | 100.00% |