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 | 0.47% | 105.19 % | 105.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'457 CHF | 528'957 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 105.12 % | 105.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'786 CHF | 528'286 CHF | 100.00% | 100.00% |
14.05.2024 | 0.47% | 105.17 % | 105.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'627 CHF | 528'127 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 104.81 % | 105.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'014 CHF | 526'514 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 104.54 % | 105.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'616 CHF | 525'116 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 104.29 % | 104.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'445 CHF | 522'945 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 103.79 % | 104.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'092 CHF | 520'592 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 103.71 % | 104.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'568 CHF | 521'068 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 103.37 % | 103.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'547 CHF | 519'047 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 102.78 % | 103.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'011 CHF | 516'511 CHF | 100.00% | 100.00% |