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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.48% | 104.82 % | 105.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'862 CHF | 527'362 CHF | 98.86% | 98.86% |
06.05.2024 | 0.47% | 105.55 % | 106.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'258 CHF | 528'758 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 104.98 % | 105.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'645 CHF | 527'145 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 105.27 % | 105.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'714 CHF | 529'214 CHF | 100.00% | 100.00% |
30.04.2024 | 0.47% | 105.82 % | 106.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'873 CHF | 530'373 CHF | 99.41% | 99.41% |
29.04.2024 | 0.48% | 105.13 % | 105.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'064 CHF | 526'564 CHF | 100.00% | 100.00% |
26.04.2024 | 0.47% | 105.63 % | 106.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'511 CHF | 531'011 CHF | 97.87% | 97.87% |
25.04.2024 | 0.47% | 105.51 % | 106.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'605 CHF | 530'105 CHF | 100.00% | 100.00% |
24.04.2024 | 0.47% | 105.76 % | 106.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'818 CHF | 536'318 CHF | 82.58% | 82.58% |
23.04.2024 | 0.47% | 107.11 % | 107.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'119 CHF | 537'619 CHF | 100.00% | 100.00% |