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% | 102.10 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'092 CHF | 103'092 CHF | 99.75% | 99.75% |
15.05.2024 | 0.98% | 102.00 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'012 CHF | 103'012 CHF | 99.56% | 99.56% |
14.05.2024 | 0.98% | 102.10 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'011 CHF | 103'011 CHF | 99.56% | 99.56% |
13.05.2024 | 0.98% | 102.00 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'769 CHF | 102'769 CHF | 96.73% | 96.73% |
10.05.2024 | 0.98% | 101.90 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'911 CHF | 102'911 CHF | 99.88% | 99.88% |
08.05.2024 | 0.98% | 101.90 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'944 CHF | 102'944 CHF | 99.60% | 99.60% |
07.05.2024 | 0.98% | 101.90 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'894 CHF | 102'894 CHF | 99.66% | 99.66% |
06.05.2024 | 0.98% | 101.80 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'784 CHF | 102'784 CHF | 90.15% | 90.15% |
03.05.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'636 CHF | 102'636 CHF | 96.89% | 96.89% |
02.05.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'585 CHF | 102'585 CHF | 97.97% | 97.97% |