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% | 107.16 % | 107.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'279 CHF | 537'779 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 107.09 % | 107.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'360 CHF | 537'860 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 106.66 % | 107.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'508 CHF | 534'008 CHF | 100.00% | 100.00% |
07.05.2024 | 0.47% | 105.99 % | 106.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'564 CHF | 532'064 CHF | 95.01% | 95.01% |
06.05.2024 | 0.47% | 105.76 % | 106.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'865 CHF | 531'365 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 105.39 % | 105.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'606 CHF | 531'106 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 105.28 % | 105.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'620 CHF | 528'120 CHF | 100.00% | 100.00% |
30.04.2024 | 0.48% | 104.28 % | 104.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'063 CHF | 525'563 CHF | 100.00% | 100.00% |
29.04.2024 | 0.48% | 105.10 % | 105.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'628 CHF | 525'128 CHF | 100.00% | 100.00% |
26.04.2024 | 0.48% | 104.03 % | 104.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'092 CHF | 522'592 CHF | 97.87% | 97.87% |