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 | 0.77% | 103.70 % | 104.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'500 CHF | 522'500 CHF | 99.20% | 99.20% |
14.05.2024 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'000 CHF | 522'000 CHF | 98.94% | 98.94% |
13.05.2024 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'000 CHF | 522'000 CHF | 100.00% | 100.00% |
10.05.2024 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'000 CHF | 522'000 CHF | 99.84% | 99.84% |
08.05.2024 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'374 CHF | 522'374 CHF | 98.01% | 98.01% |
07.05.2024 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'175 CHF | 522'175 CHF | 99.43% | 99.43% |
06.05.2024 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'911 CHF | 521'911 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 103.50 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'268 CHF | 521'268 CHF | 100.00% | 100.00% |
02.05.2024 | 0.77% | 103.30 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'501 CHF | 520'501 CHF | 100.00% | 100.00% |
30.04.2024 | 0.77% | 103.30 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'500 CHF | 520'500 CHF | 99.59% | 99.59% |