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% | 107.47 % | 107.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'363 CHF | 539'863 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 107.46 % | 107.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'307 CHF | 539'807 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 107.46 % | 107.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'309 CHF | 539'809 CHF | 100.00% | 100.00% |
07.05.2024 | 0.46% | 107.44 % | 107.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'154 CHF | 539'654 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 107.41 % | 107.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'039 CHF | 539'539 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 107.40 % | 107.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'929 CHF | 539'429 CHF | 100.00% | 100.00% |
02.05.2024 | 0.46% | 107.36 % | 107.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'926 CHF | 539'426 CHF | 100.00% | 100.00% |
30.04.2024 | 0.46% | 107.36 % | 107.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'813 CHF | 539'313 CHF | 100.00% | 100.00% |
29.04.2024 | 0.46% | 107.37 % | 107.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'865 CHF | 539'365 CHF | 100.00% | 100.00% |
26.04.2024 | 0.46% | 107.35 % | 107.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'649 CHF | 539'149 CHF | 97.89% | 97.89% |