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% | 104.19 % | 104.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'012 CHF | 523'512 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 104.12 % | 104.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'667 CHF | 523'167 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 104.06 % | 104.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'398 CHF | 521'898 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'993 CHF | 516'493 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 102.57 % | 103.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'255 CHF | 516'755 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 102.54 % | 103.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'626 CHF | 514'126 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 102.01 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'386 CHF | 512'886 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 101.81 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'079 CHF | 511'579 CHF | 100.00% | 100.00% |
30.04.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'087 CHF | 512'587 CHF | 100.00% | 100.00% |
29.04.2024 | 0.49% | 101.69 % | 102.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'100 CHF | 510'600 CHF | 100.00% | 100.00% |