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 | 0.74% | 103.80 % | 104.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'759 CHF | 104'534 CHF | 71.64% | 71.64% |
15.05.2024 | 0.74% | 103.90 % | 104.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'841 CHF | 104'614 CHF | 98.90% | 98.90% |
14.05.2024 | 0.74% | 103.70 % | 104.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'709 CHF | 104'480 CHF | 94.52% | 94.52% |
13.05.2024 | 0.75% | 103.70 % | 104.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'663 CHF | 104'440 CHF | 86.31% | 86.31% |
10.05.2024 | 0.74% | 103.50 % | 104.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'465 CHF | 104'234 CHF | 98.51% | 98.51% |
08.05.2024 | 0.76% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'956 CHF | 103'739 CHF | 85.83% | 85.83% |
07.05.2024 | 0.74% | 102.50 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'458 CHF | 103'218 CHF | 67.86% | 67.86% |
06.05.2024 | 0.75% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'541 CHF | 103'318 CHF | 98.55% | 98.55% |
03.05.2024 | 0.76% | 102.40 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'497 CHF | 103'277 CHF | 91.95% | 91.95% |
02.05.2024 | 0.73% | 102.40 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'459 CHF | 103'214 CHF | 91.84% | 91.84% |