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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'000 CHF | 101'800 CHF | 97.83% | 97.83% |
22.05.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'000 CHF | 101'800 CHF | 95.65% | 95.65% |
21.05.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'000 CHF | 101'800 CHF | 99.78% | 99.78% |
17.05.2024 | 0.79% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 101'900 CHF | 99.09% | 99.09% |
16.05.2024 | 0.79% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 101'900 CHF | 26.84% | 26.84% |
15.05.2024 | 0.79% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 101'900 CHF | 59.83% | 59.83% |
14.05.2024 | 0.80% | 101.10 % | 101.90 % | 100'000 | 100'000 | 98'803 | 98'803 | 99'888 CHF | 100'683 CHF | 98.28% | 98.28% |
13.05.2024 | 0.79% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 101'900 CHF | 77.56% | 77.56% |
10.05.2024 | 0.69% | 101.20 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'200 CHF | 101'900 CHF | 96.02% | 96.02% |
08.05.2024 | 0.69% | 101.20 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'200 CHF | 101'900 CHF | 90.79% | 90.79% |