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% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'600 CHF | 102'600 CHF | 99.75% | 99.75% |
15.05.2024 | 0.98% | 101.70 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'618 CHF | 102'618 CHF | 99.56% | 99.56% |
14.05.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'424 CHF | 102'424 CHF | 99.56% | 99.56% |
13.05.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'459 CHF | 102'459 CHF | 96.73% | 96.73% |
10.05.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'633 CHF | 102'633 CHF | 99.88% | 99.88% |
08.05.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'695 CHF | 102'695 CHF | 99.60% | 99.60% |
07.05.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'580 CHF | 102'580 CHF | 99.66% | 99.66% |
06.05.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'500 CHF | 90.15% | 90.15% |
03.05.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'540 CHF | 102'540 CHF | 96.89% | 96.89% |
02.05.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'362 CHF | 102'362 CHF | 97.97% | 97.97% |