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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.46% | 107.41 % | 107.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'044 CHF | 539'544 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 107.36 % | 107.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'755 CHF | 539'255 CHF | 100.00% | 100.00% |
07.05.2024 | 0.46% | 107.33 % | 107.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'614 CHF | 539'114 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 107.31 % | 107.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'481 CHF | 538'981 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 107.26 % | 107.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'298 CHF | 538'798 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 107.12 % | 107.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'648 CHF | 538'148 CHF | 100.00% | 100.00% |
30.04.2024 | 0.47% | 106.88 % | 107.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'464 CHF | 536'964 CHF | 100.00% | 100.00% |
29.04.2024 | 0.47% | 106.81 % | 107.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'144 CHF | 536'644 CHF | 100.00% | 100.00% |
26.04.2024 | 0.47% | 106.77 % | 107.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'307 CHF | 535'807 CHF | 97.88% | 97.88% |
25.04.2024 | 0.47% | 106.44 % | 106.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'935 CHF | 534'435 CHF | 99.97% | 99.97% |