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 | 0.47% | 107.06 % | 107.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'300 CHF | 537'800 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 107.05 % | 107.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'253 CHF | 537'753 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 107.05 % | 107.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'253 CHF | 537'753 CHF | 100.00% | 100.00% |
07.05.2024 | 0.47% | 107.03 % | 107.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'150 CHF | 537'650 CHF | 100.00% | 100.00% |
06.05.2024 | 0.47% | 107.02 % | 107.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'105 CHF | 537'605 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 107.02 % | 107.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'029 CHF | 537'529 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 107.00 % | 107.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'031 CHF | 537'531 CHF | 100.00% | 100.00% |
30.04.2024 | 0.47% | 106.98 % | 107.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'900 CHF | 537'400 CHF | 100.00% | 100.00% |
29.04.2024 | 0.47% | 106.99 % | 107.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'959 CHF | 537'459 CHF | 100.00% | 100.00% |
26.04.2024 | 0.47% | 106.97 % | 107.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'788 CHF | 537'288 CHF | 97.88% | 97.88% |