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% | 105.24 % | 105.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'935 CHF | 528'435 CHF | 100.00% | 100.00% |
13.05.2024 | 0.47% | 105.22 % | 105.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'046 CHF | 528'546 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 105.19 % | 105.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'083 CHF | 528'583 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 105.20 % | 105.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'982 CHF | 528'482 CHF | 100.00% | 100.00% |
07.05.2024 | 0.47% | 105.14 % | 105.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'592 CHF | 528'092 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 105.03 % | 105.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'047 CHF | 527'547 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 104.94 % | 105.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'325 CHF | 526'825 CHF | 100.00% | 100.00% |
02.05.2024 | 0.48% | 104.64 % | 105.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'388 CHF | 525'888 CHF | 100.00% | 100.00% |
30.04.2024 | 0.48% | 104.65 % | 105.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'364 CHF | 525'864 CHF | 100.00% | 100.00% |
29.04.2024 | 0.48% | 104.65 % | 105.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'746 CHF | 526'246 CHF | 100.00% | 100.00% |