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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.48% | 104.62 % | 105.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'064 CHF | 524'564 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 104.47 % | 104.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'655 CHF | 525'155 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 104.61 % | 105.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'772 CHF | 525'272 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 104.47 % | 104.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'975 CHF | 525'475 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 104.45 % | 104.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'479 CHF | 524'979 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 104.32 % | 104.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'264 CHF | 523'764 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 104.18 % | 104.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'120 CHF | 523'620 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 104.17 % | 104.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'307 CHF | 522'807 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 103.81 % | 104.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'960 CHF | 521'460 CHF | 100.00% | 100.00% |
02.05.2024 | 0.48% | 103.48 % | 103.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'367 CHF | 519'867 CHF | 100.00% | 100.00% |