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% | 104.10 % | 104.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'353 CHF | 522'853 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 104.05 % | 104.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'112 CHF | 522'612 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 104.03 % | 104.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'707 CHF | 522'207 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 103.75 % | 104.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'163 CHF | 520'663 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 103.58 % | 104.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'052 CHF | 520'552 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 103.48 % | 103.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'697 CHF | 520'197 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 103.45 % | 103.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'818 CHF | 519'318 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 103.30 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'136 CHF | 518'636 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 102.94 % | 103.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'702 CHF | 517'202 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 103.01 % | 103.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'842 CHF | 516'342 CHF | 100.00% | 100.00% |