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% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'063 CHF | 102'063 CHF | 99.75% | 99.75% |
15.05.2024 | 0.99% | 101.20 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'022 CHF | 102'022 CHF | 99.56% | 99.56% |
14.05.2024 | 0.99% | 100.50 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'281 CHF | 101'281 CHF | 99.56% | 99.56% |
13.05.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'211 CHF | 101'211 CHF | 96.73% | 96.73% |
10.05.2024 | 0.99% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'949 CHF | 100'947 CHF | 99.88% | 99.88% |
08.05.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'748 CHF | 99'748 CHF | 99.60% | 99.60% |
07.05.2024 | 1.02% | 98.05 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'892 CHF | 98'892 CHF | 99.66% | 99.66% |
06.05.2024 | 1.02% | 97.90 % | 98.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'717 CHF | 98'717 CHF | 90.15% | 90.15% |
03.05.2024 | 1.02% | 97.35 % | 98.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'236 CHF | 98'236 CHF | 96.85% | 96.85% |
02.05.2024 | 1.03% | 96.45 % | 97.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'597 CHF | 97'597 CHF | 97.97% | 97.97% |