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% | 106.00 % | 106.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'586 CHF | 532'086 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 105.82 % | 106.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'120 CHF | 531'620 CHF | 100.00% | 100.00% |
14.05.2024 | 0.47% | 105.85 % | 106.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'768 CHF | 530'268 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 105.07 % | 105.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'226 CHF | 525'726 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 104.58 % | 105.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'996 CHF | 525'496 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 104.29 % | 104.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'307 CHF | 524'807 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 104.22 % | 104.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'394 CHF | 521'894 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 103.76 % | 104.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'578 CHF | 520'078 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 102.47 % | 102.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'503 CHF | 515'003 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 102.83 % | 103.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'891 CHF | 513'391 CHF | 100.00% | 100.00% |