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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.47% | 104.87 % | 105.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'328 CHF | 527'828 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 105.08 % | 105.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'657 CHF | 526'157 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 103.46 % | 103.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'439 CHF | 519'939 CHF | 99.97% | 99.97% |
13.05.2024 | 0.48% | 103.24 % | 103.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'118 CHF | 520'618 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 103.90 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'872 CHF | 521'372 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'259 CHF | 517'759 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 101.98 % | 102.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'101 CHF | 511'601 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 101.46 % | 101.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'234 CHF | 509'734 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 101.53 % | 102.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'217 CHF | 510'717 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'654 CHF | 508'154 CHF | 100.00% | 100.00% |