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 | 0.66% | 105.06 % | 105.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'512 CHF | 529'012 CHF | 100.00% | 100.00% |
15.05.2024 | 0.66% | 105.06 % | 105.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'924 CHF | 528'424 CHF | 100.00% | 100.00% |
14.05.2024 | 0.67% | 104.86 % | 105.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'938 CHF | 527'438 CHF | 100.00% | 100.00% |
13.05.2024 | 0.67% | 104.51 % | 105.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'577 CHF | 526'077 CHF | 100.00% | 100.00% |
10.05.2024 | 0.67% | 104.42 % | 105.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'265 CHF | 525'765 CHF | 100.00% | 100.00% |
08.05.2024 | 0.67% | 104.34 % | 105.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'833 CHF | 525'333 CHF | 100.00% | 100.00% |
07.05.2024 | 0.67% | 104.31 % | 105.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'935 CHF | 524'435 CHF | 100.00% | 100.00% |
06.05.2024 | 0.67% | 104.06 % | 104.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'224 CHF | 523'724 CHF | 100.00% | 100.00% |
03.05.2024 | 0.67% | 103.98 % | 104.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'439 CHF | 522'939 CHF | 100.00% | 100.00% |
02.05.2024 | 0.67% | 103.62 % | 104.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'106 CHF | 522'606 CHF | 100.00% | 100.00% |