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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'244 CHF | 101'244 CHF | 99.56% | 99.56% |
13.05.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'338 CHF | 101'338 CHF | 96.73% | 96.73% |
10.05.2024 | 0.99% | 100.50 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'364 CHF | 101'364 CHF | 99.88% | 99.88% |
08.05.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'233 CHF | 101'233 CHF | 99.60% | 99.60% |
07.05.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'205 CHF | 101'205 CHF | 99.66% | 99.66% |
06.05.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'364 CHF | 101'364 CHF | 90.15% | 90.15% |
03.05.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'136 CHF | 101'136 CHF | 96.89% | 96.89% |
02.05.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'088 CHF | 101'088 CHF | 84.25% | 84.25% |
30.04.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'096 CHF | 101'096 CHF | 90.49% | 90.49% |
29.04.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'072 CHF | 101'072 CHF | 97.12% | 97.12% |