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 | 0.97% | 103.30 % | 104.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'072 CHF | 104'072 CHF | 99.75% | 99.75% |
15.05.2024 | 0.96% | 103.60 % | 104.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'323 CHF | 104'323 CHF | 99.56% | 99.56% |
14.05.2024 | 0.96% | 103.50 % | 104.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'334 CHF | 104'334 CHF | 99.56% | 99.56% |
13.05.2024 | 0.96% | 103.10 % | 104.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'132 CHF | 104'132 CHF | 96.73% | 96.73% |
10.05.2024 | 0.97% | 102.70 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'863 CHF | 103'863 CHF | 99.88% | 99.88% |
08.05.2024 | 0.98% | 102.00 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'899 CHF | 102'899 CHF | 99.60% | 99.60% |
07.05.2024 | 0.98% | 101.90 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'457 CHF | 102'457 CHF | 99.66% | 99.66% |
06.05.2024 | 0.98% | 101.20 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'140 CHF | 102'140 CHF | 90.15% | 90.15% |
03.05.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'694 CHF | 101'694 CHF | 96.83% | 96.83% |
02.05.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'824 CHF | 100'828 CHF | 97.76% | 97.76% |