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 | 101'999 CHF | 102'999 CHF | 99.75% | 99.75% |
15.05.2024 | 0.97% | 102.00 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'079 CHF | 103'079 CHF | 99.56% | 99.56% |
14.05.2024 | 0.97% | 102.00 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'074 CHF | 103'074 CHF | 99.56% | 99.56% |
13.05.2024 | 0.97% | 102.00 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'089 CHF | 103'089 CHF | 96.73% | 96.73% |
10.05.2024 | 0.97% | 102.10 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'101 CHF | 103'101 CHF | 99.88% | 99.88% |
08.05.2024 | 0.97% | 102.10 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'093 CHF | 103'093 CHF | 99.60% | 99.60% |
07.05.2024 | 0.97% | 102.10 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'100 CHF | 103'100 CHF | 99.66% | 99.66% |
06.05.2024 | 0.97% | 102.20 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'122 CHF | 103'122 CHF | 90.15% | 90.15% |
03.05.2024 | 0.98% | 102.00 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'996 CHF | 102'996 CHF | 96.88% | 96.88% |
02.05.2024 | 0.98% | 102.00 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'010 CHF | 103'010 CHF | 97.97% | 97.97% |