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% | 108.45 % | 108.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'313 CHF | 544'813 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 108.45 % | 108.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'886 CHF | 544'386 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 108.15 % | 108.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'936 CHF | 543'436 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 108.02 % | 108.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'872 CHF | 543'372 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 108.11 % | 108.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'622 CHF | 543'122 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 108.04 % | 108.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'354 CHF | 542'854 CHF | 100.00% | 100.00% |
07.05.2024 | 0.46% | 107.97 % | 108.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 539'803 CHF | 542'303 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 107.91 % | 108.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 539'668 CHF | 542'168 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 107.94 % | 108.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 539'815 CHF | 542'315 CHF | 100.00% | 100.00% |
02.05.2024 | 0.46% | 107.87 % | 108.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 539'476 CHF | 541'976 CHF | 100.00% | 100.00% |