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% | 107.63 % | 108.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'350 CHF | 540'850 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 107.64 % | 108.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'138 CHF | 540'638 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 107.53 % | 108.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'678 CHF | 540'178 CHF | 100.00% | 100.00% |
07.05.2024 | 0.46% | 107.47 % | 107.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'916 CHF | 539'416 CHF | 100.00% | 100.00% |
06.05.2024 | 0.47% | 107.20 % | 107.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'039 CHF | 538'539 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 107.21 % | 107.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'101 CHF | 538'601 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 106.75 % | 107.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'858 CHF | 536'358 CHF | 100.00% | 100.00% |
30.04.2024 | 0.47% | 106.63 % | 107.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'388 CHF | 535'888 CHF | 100.00% | 100.00% |
29.04.2024 | 0.47% | 106.88 % | 107.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'433 CHF | 536'933 CHF | 100.00% | 100.00% |
26.04.2024 | 0.47% | 106.88 % | 107.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'862 CHF | 535'362 CHF | 97.89% | 97.89% |