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 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'576 CHF | 102'576 CHF | 99.90% | 99.90% |
15.05.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'450 CHF | 102'450 CHF | 99.85% | 99.85% |
14.05.2024 | 0.98% | 101.20 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'203 CHF | 102'203 CHF | 67.72% | 67.72% |
13.05.2024 | 0.98% | 101.20 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'198 CHF | 102'198 CHF | 96.89% | 96.89% |
10.05.2024 | 0.98% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 102'100 CHF | 99.95% | 99.95% |
08.05.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'876 CHF | 101'876 CHF | 99.74% | 99.74% |
07.05.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'458 CHF | 101'458 CHF | 99.91% | 99.91% |
06.05.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'240 CHF | 101'240 CHF | 90.78% | 90.78% |
03.05.2024 | 0.98% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'971 CHF | 100'958 CHF | 99.28% | 99.28% |
02.05.2024 | 0.99% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'950 CHF | 100'949 CHF | 97.97% | 97.97% |