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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.77% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'849 CHF | 103'649 CHF | 100.00% | 100.00% |
28.05.2024 | 0.96% | 103.00 % | 104.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'393 CHF | 104'393 CHF | 100.00% | 100.00% |
27.05.2024 | 0.96% | 103.60 % | 104.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'568 CHF | 104'568 CHF | 97.58% | 97.58% |
24.05.2024 | 0.77% | 103.70 % | 104.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'683 CHF | 104'483 CHF | 100.00% | 100.00% |
23.05.2024 | 0.77% | 103.70 % | 104.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'711 CHF | 104'514 CHF | 100.00% | 100.00% |
22.05.2024 | 0.96% | 103.70 % | 104.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'645 CHF | 104'645 CHF | 100.00% | 100.00% |
21.05.2024 | 0.77% | 103.70 % | 104.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'058 CHF | 104'858 CHF | 97.68% | 97.68% |
17.05.2024 | 0.96% | 104.00 % | 105.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'992 CHF | 104'992 CHF | 100.00% | 100.00% |
16.05.2024 | 0.96% | 103.80 % | 104.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'926 CHF | 104'926 CHF | 99.51% | 99.51% |
15.05.2024 | 0.77% | 104.40 % | 105.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'093 CHF | 104'893 CHF | 99.43% | 99.43% |