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 | 0.98% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'116 CHF | 102'116 CHF | 95.58% | 95.58% |
28.05.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'975 CHF | 101'975 CHF | 100.00% | 100.00% |
27.05.2024 | 0.98% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'159 CHF | 102'159 CHF | 94.98% | 94.98% |
24.05.2024 | 0.98% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'146 CHF | 102'146 CHF | 96.91% | 96.91% |
23.05.2024 | 0.98% | 101.20 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'194 CHF | 102'194 CHF | 99.26% | 99.26% |
22.05.2024 | 0.98% | 101.00 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'186 CHF | 102'186 CHF | 95.65% | 95.65% |
21.05.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'350 CHF | 102'350 CHF | 97.73% | 97.73% |
17.05.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'181 CHF | 102'181 CHF | 99.56% | 99.56% |
16.05.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'305 CHF | 102'305 CHF | 99.75% | 99.75% |
15.05.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'288 CHF | 102'288 CHF | 99.56% | 99.56% |