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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.46% | 108.17 % | 108.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'186 CHF | 542'686 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 107.86 % | 108.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'999 CHF | 541'499 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 107.77 % | 108.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'595 CHF | 541'095 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 107.60 % | 108.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'422 CHF | 540'922 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 107.67 % | 108.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'729 CHF | 540'229 CHF | 100.00% | 100.00% |
07.05.2024 | 0.47% | 107.36 % | 107.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'366 CHF | 538'866 CHF | 100.00% | 100.00% |
06.05.2024 | 0.47% | 107.14 % | 107.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'877 CHF | 538'377 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 107.01 % | 107.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'009 CHF | 537'509 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 107.08 % | 107.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'887 CHF | 538'387 CHF | 100.00% | 100.00% |
30.04.2024 | 0.46% | 107.45 % | 107.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'655 CHF | 540'155 CHF | 100.00% | 100.00% |