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% | 106.62 % | 107.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'735 CHF | 536'235 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 106.81 % | 107.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'752 CHF | 536'252 CHF | 100.00% | 100.00% |
14.05.2024 | 0.47% | 106.70 % | 107.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'710 CHF | 535'210 CHF | 87.43% | 87.43% |
13.05.2024 | 0.47% | 106.61 % | 107.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'626 CHF | 535'126 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 105.97 % | 106.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'564 CHF | 533'064 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 105.84 % | 106.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'522 CHF | 531'022 CHF | 100.00% | 100.00% |
07.05.2024 | 0.47% | 105.65 % | 106.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'710 CHF | 529'210 CHF | 100.00% | 100.00% |
06.05.2024 | 0.47% | 105.07 % | 105.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'054 CHF | 528'554 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 105.08 % | 105.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'645 CHF | 528'145 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 105.06 % | 105.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'393 CHF | 528'893 CHF | 100.00% | 100.00% |