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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.98% | 101.90 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'658 CHF | 102'658 CHF | 96.90% | 96.90% |
23.05.2024 | 0.98% | 101.70 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'756 CHF | 102'756 CHF | 99.27% | 99.27% |
22.05.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'578 CHF | 102'578 CHF | 95.63% | 95.63% |
21.05.2024 | 0.98% | 101.70 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'560 CHF | 102'560 CHF | 97.73% | 97.73% |
17.05.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'698 CHF | 102'698 CHF | 99.56% | 99.56% |
16.05.2024 | 0.98% | 101.70 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'578 CHF | 102'578 CHF | 99.75% | 99.75% |
15.05.2024 | 0.98% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'156 CHF | 102'156 CHF | 99.56% | 99.56% |
14.05.2024 | 0.99% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'883 CHF | 101'883 CHF | 99.56% | 99.56% |
13.05.2024 | 0.98% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'262 CHF | 102'262 CHF | 96.73% | 96.73% |
10.05.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'613 CHF | 102'613 CHF | 99.88% | 99.88% |