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 | 0.46% | 109.47 % | 109.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 546'721 CHF | 549'221 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 109.33 % | 109.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 545'907 CHF | 548'407 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 108.83 % | 109.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 543'544 CHF | 546'044 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 108.84 % | 109.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 545'164 CHF | 547'664 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 110.04 % | 110.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 550'916 CHF | 553'416 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 109.84 % | 110.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 549'605 CHF | 552'105 CHF | 100.00% | 100.00% |
07.05.2024 | 0.46% | 109.65 % | 110.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 545'951 CHF | 548'451 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 108.80 % | 109.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 543'899 CHF | 546'399 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 108.32 % | 108.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'755 CHF | 543'255 CHF | 100.00% | 100.00% |
02.05.2024 | 0.46% | 107.78 % | 108.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'647 CHF | 544'147 CHF | 100.00% | 100.00% |