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% | 102.75 % | 103.75 % | 70'000 | 70'000 | 70'000 | 70'000 | 71'917 CHF | 72'617 CHF | 100.00% | 100.00% |
15.05.2024 | 0.97% | 102.44 % | 103.44 % | 70'000 | 70'000 | 70'000 | 70'000 | 71'571 CHF | 72'271 CHF | 100.00% | 100.00% |
14.05.2024 | 0.98% | 101.66 % | 102.66 % | 70'000 | 70'000 | 70'000 | 70'000 | 71'125 CHF | 71'825 CHF | 100.00% | 100.00% |
13.05.2024 | 0.98% | 101.90 % | 102.90 % | 70'000 | 70'000 | 70'000 | 70'000 | 71'200 CHF | 71'900 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 100.94 % | 101.94 % | 70'000 | 70'000 | 70'000 | 70'000 | 70'634 CHF | 71'334 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 99.09 % | 100.09 % | 70'000 | 70'000 | 70'000 | 70'000 | 69'392 CHF | 70'092 CHF | 98.95% | 98.95% |
07.05.2024 | 1.02% | 97.65 % | 98.65 % | 70'000 | 70'000 | 70'000 | 70'000 | 68'049 CHF | 68'749 CHF | 100.00% | 100.00% |
06.05.2024 | 1.02% | 97.41 % | 98.41 % | 70'000 | 70'000 | 70'000 | 70'000 | 68'029 CHF | 68'729 CHF | 100.00% | 100.00% |
03.05.2024 | 1.03% | 96.77 % | 97.77 % | 70'000 | 70'000 | 70'000 | 70'000 | 67'785 CHF | 68'485 CHF | 100.00% | 100.00% |
02.05.2024 | 1.03% | 96.18 % | 97.18 % | 70'000 | 70'000 | 70'000 | 70'000 | 67'765 CHF | 68'465 CHF | 100.00% | 100.00% |