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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.78% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'611 CHF | 102'411 CHF | 99.84% | 99.84% |
08.05.2024 | 0.79% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'377 CHF | 102'177 CHF | 98.26% | 98.26% |
07.05.2024 | 0.79% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'300 CHF | 102'100 CHF | 99.43% | 99.43% |
06.05.2024 | 0.79% | 101.20 % | 102.00 % | 100'000 | 100'000 | 99'909 | 100'000 | 101'171 CHF | 102'063 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 101.40 % | 102.20 % | 100'000 | 100'000 | 99'885 | 100'000 | 101'234 CHF | 102'150 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'055 CHF | 101'855 CHF | 100.00% | 100.00% |
30.04.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'033 CHF | 101'833 CHF | 99.59% | 99.59% |
29.04.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'069 CHF | 101'869 CHF | 100.00% | 100.00% |
26.04.2024 | 0.79% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'938 CHF | 101'738 CHF | 99.69% | 99.69% |
25.04.2024 | 0.79% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'569 CHF | 101'369 CHF | 100.00% | 100.00% |