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 | 0.47% | 105.75 % | 106.25 % | 500'000 | 250'000 | 500'000 | 250'000 | 528'750 CHF | 265'625 CHF | 100.00% | 100.00% |
13.05.2024 | 0.47% | 105.75 % | 106.25 % | 500'000 | 250'000 | 500'000 | 250'000 | 528'750 CHF | 265'625 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 105.74 % | 106.24 % | 500'000 | 250'000 | 500'000 | 250'000 | 528'700 CHF | 265'600 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 105.74 % | 106.24 % | 500'000 | 250'000 | 500'000 | 250'000 | 528'700 CHF | 265'600 CHF | 100.00% | 100.00% |
07.05.2024 | 0.47% | 105.72 % | 106.22 % | 500'000 | 250'000 | 500'000 | 250'000 | 528'600 CHF | 265'550 CHF | 100.00% | 100.00% |
06.05.2024 | 0.47% | 105.70 % | 106.20 % | 500'000 | 250'000 | 500'000 | 250'000 | 528'486 CHF | 265'493 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 105.66 % | 106.16 % | 500'000 | 250'000 | 500'000 | 250'000 | 528'212 CHF | 265'356 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 105.58 % | 106.08 % | 500'000 | 250'000 | 500'000 | 250'000 | 528'116 CHF | 265'308 CHF | 100.00% | 100.00% |
30.04.2024 | 0.47% | 105.59 % | 106.09 % | 500'000 | 250'000 | 500'000 | 250'000 | 527'715 CHF | 265'107 CHF | 100.00% | 100.00% |
29.04.2024 | 0.47% | 105.59 % | 106.09 % | 500'000 | 250'000 | 500'000 | 250'000 | 527'744 CHF | 265'122 CHF | 100.00% | 100.00% |