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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.06.2024 | 0.78% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'248 CHF | 103'048 CHF | 99.28% | 99.28% |
12.06.2024 | 0.78% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'555 CHF | 103'355 CHF | 99.02% | 99.02% |
11.06.2024 | 0.78% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'805 CHF | 103'605 CHF | 100.00% | 100.00% |
10.06.2024 | 0.78% | 102.80 % | 103.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'639 CHF | 103'439 CHF | 100.00% | 100.00% |
07.06.2024 | 0.78% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'640 CHF | 103'440 CHF | 100.00% | 100.00% |
05.06.2024 | 0.77% | 102.80 % | 103.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'859 CHF | 103'659 CHF | 100.00% | 100.00% |
04.06.2024 | 0.78% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'737 CHF | 103'537 CHF | 100.00% | 100.00% |
03.06.2024 | 0.77% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'136 CHF | 103'936 CHF | 100.00% | 100.00% |
31.05.2024 | 0.77% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'887 CHF | 103'687 CHF | 99.93% | 99.93% |
30.05.2024 | 0.77% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'855 CHF | 103'655 CHF | 100.00% | 100.00% |