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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.47% | 105.86 % | 106.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'978 CHF | 531'478 CHF | 100.00% | 100.00% |
14.05.2024 | 0.47% | 105.59 % | 106.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'495 CHF | 529'995 CHF | 100.00% | 100.00% |
13.05.2024 | 0.47% | 105.43 % | 105.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'231 CHF | 528'731 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 105.16 % | 105.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'128 CHF | 527'628 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 104.98 % | 105.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'722 CHF | 527'222 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 105.00 % | 105.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'470 CHF | 526'970 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 104.65 % | 105.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'001 CHF | 525'501 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 104.57 % | 105.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'414 CHF | 524'914 CHF | 100.00% | 100.00% |
02.05.2024 | 0.48% | 104.21 % | 104.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'270 CHF | 524'770 CHF | 100.00% | 100.00% |
30.04.2024 | 0.48% | 104.50 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'389 CHF | 523'889 CHF | 100.00% | 100.00% |