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 | 0.98% | 102.00 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'884 CHF | 102'884 CHF | 99.75% | 99.75% |
15.05.2024 | 0.98% | 101.90 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'778 CHF | 102'778 CHF | 99.56% | 99.56% |
14.05.2024 | 0.98% | 101.70 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'775 CHF | 102'775 CHF | 99.56% | 99.56% |
13.05.2024 | 0.98% | 101.90 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'825 CHF | 102'825 CHF | 96.73% | 96.73% |
10.05.2024 | 0.98% | 101.90 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'908 CHF | 102'908 CHF | 99.88% | 99.88% |
08.05.2024 | 0.98% | 101.90 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'784 CHF | 102'784 CHF | 99.60% | 99.60% |
07.05.2024 | 0.98% | 101.80 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'703 CHF | 102'703 CHF | 99.66% | 99.66% |
06.05.2024 | 0.98% | 101.70 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'682 CHF | 102'682 CHF | 90.15% | 90.15% |
03.05.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'511 CHF | 102'511 CHF | 96.89% | 96.89% |
02.05.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'500 CHF | 97.97% | 97.97% |