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% | 110.65 % | 111.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 553'250 CHF | 555'750 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 110.64 % | 111.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 553'200 CHF | 555'700 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 110.63 % | 111.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 553'150 CHF | 555'650 CHF | 100.00% | 100.00% |
13.05.2024 | 0.45% | 110.63 % | 111.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 553'150 CHF | 555'650 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 110.62 % | 111.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 553'100 CHF | 555'600 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 110.62 % | 111.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 553'100 CHF | 555'600 CHF | 100.00% | 100.00% |
07.05.2024 | 0.45% | 110.60 % | 111.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 553'002 CHF | 555'502 CHF | 100.00% | 100.00% |
06.05.2024 | 0.45% | 110.58 % | 111.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 552'908 CHF | 555'408 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 110.56 % | 111.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 552'772 CHF | 555'272 CHF | 100.00% | 100.00% |
02.05.2024 | 0.45% | 110.53 % | 111.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 552'671 CHF | 555'171 CHF | 100.00% | 100.00% |