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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.29% | 103.30 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'384 CHF | 517'884 CHF | 98.95% | 98.95% |
13.05.2024 | 0.29% | 103.30 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'501 CHF | 518'001 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 103.10 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'628 CHF | 517'128 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 103.20 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'837 CHF | 517'337 CHF | 97.99% | 97.99% |
07.05.2024 | 0.29% | 103.20 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'899 CHF | 516'399 CHF | 99.54% | 99.54% |
06.05.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'776 CHF | 515'276 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'582 CHF | 511'822 CHF | 100.00% | 100.00% |
02.05.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'153 CHF | 511'653 CHF | 100.00% | 100.00% |
30.04.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'669 CHF | 513'169 CHF | 99.23% | 99.23% |
29.04.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'340 CHF | 513'840 CHF | 99.78% | 99.78% |