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 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'805 CHF | 101'805 CHF | 99.75% | 99.75% |
15.05.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'711 CHF | 101'711 CHF | 99.56% | 99.56% |
14.05.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'700 CHF | 101'700 CHF | 99.56% | 99.56% |
13.05.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'779 CHF | 101'779 CHF | 96.73% | 96.73% |
10.05.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'859 CHF | 101'859 CHF | 99.88% | 99.88% |
08.05.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'798 CHF | 101'798 CHF | 99.60% | 99.60% |
07.05.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'730 CHF | 101'730 CHF | 99.66% | 99.66% |
06.05.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'700 CHF | 101'700 CHF | 90.15% | 90.15% |
03.05.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'700 CHF | 101'700 CHF | 96.89% | 96.89% |
02.05.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'687 CHF | 101'687 CHF | 97.97% | 97.97% |