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% | 104.24 % | 104.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'274 CHF | 523'774 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 104.24 % | 104.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'015 CHF | 523'515 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 104.14 % | 104.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'683 CHF | 523'183 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 104.14 % | 104.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'741 CHF | 523'241 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 104.14 % | 104.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'870 CHF | 523'370 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 104.10 % | 104.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'488 CHF | 522'988 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 104.07 % | 104.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'248 CHF | 522'748 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 103.96 % | 104.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'749 CHF | 522'249 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 103.88 % | 104.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'385 CHF | 521'885 CHF | 100.00% | 100.00% |
02.05.2024 | 0.48% | 103.77 % | 104.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'821 CHF | 521'321 CHF | 100.00% | 100.00% |