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 | 0.69% | 101.50 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'200 CHF | 79.60% | 79.60% |
15.05.2024 | 0.79% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'300 CHF | 90.23% | 90.23% |
14.05.2024 | 0.79% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'300 CHF | 98.17% | 98.17% |
13.05.2024 | 0.79% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'300 CHF | 88.26% | 88.26% |
10.05.2024 | 0.69% | 101.60 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'600 CHF | 102'300 CHF | 96.99% | 96.99% |
08.05.2024 | 0.78% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'600 CHF | 102'400 CHF | 84.40% | 84.40% |
07.05.2024 | 0.78% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'600 CHF | 102'400 CHF | 68.09% | 68.09% |
06.05.2024 | 0.78% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'600 CHF | 102'400 CHF | 98.60% | 98.60% |
03.05.2024 | 0.69% | 101.70 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'700 CHF | 102'400 CHF | 94.45% | 94.45% |
02.05.2024 | 0.69% | 101.70 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'700 CHF | 102'400 CHF | 84.48% | 84.48% |