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 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'978 CHF | 519'478 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 103.49 % | 103.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'441 CHF | 519'941 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 103.49 % | 103.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'515 CHF | 520'015 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 103.37 % | 103.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'747 CHF | 519'247 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 103.39 % | 103.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'804 CHF | 519'304 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 103.26 % | 103.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'244 CHF | 518'744 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 103.17 % | 103.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'796 CHF | 518'296 CHF | 100.00% | 100.00% |
02.05.2024 | 0.48% | 102.93 % | 103.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'529 CHF | 517'029 CHF | 100.00% | 100.00% |
30.04.2024 | 0.48% | 103.02 % | 103.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'449 CHF | 517'949 CHF | 100.00% | 100.00% |
29.04.2024 | 0.48% | 103.03 % | 103.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'184 CHF | 517'684 CHF | 100.00% | 100.00% |