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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'891 CHF | 101'891 CHF | 99.56% | 99.56% |
16.05.2024 | 0.98% | 101.20 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'175 CHF | 102'175 CHF | 99.75% | 99.75% |
15.05.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'213 CHF | 102'213 CHF | 99.56% | 99.56% |
14.05.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'917 CHF | 101'917 CHF | 99.56% | 99.56% |
13.05.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'490 CHF | 101'490 CHF | 96.73% | 96.73% |
10.05.2024 | 0.99% | 100.50 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'323 CHF | 101'323 CHF | 99.88% | 99.88% |
08.05.2024 | 0.99% | 99.85 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'659 CHF | 100'655 CHF | 99.60% | 99.60% |
07.05.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'604 CHF | 100'606 CHF | 99.66% | 99.66% |
06.05.2024 | 1.01% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'134 CHF | 100'138 CHF | 90.15% | 90.15% |
03.05.2024 | 1.00% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'030 CHF | 100'025 CHF | 95.72% | 95.72% |