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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.96% | 104.30 % | 105.30 % | 100'000 | 100'000 | 29'686 | 29'686 | 30'960 CHF | 31'257 CHF | 99.43% | 99.43% |
14.05.2024 | 0.97% | 104.10 % | 105.10 % | 100'000 | 100'000 | 29'555 | 29'555 | 30'764 CHF | 31'060 CHF | 98.93% | 98.93% |
13.05.2024 | 0.78% | 104.40 % | 105.20 % | 100'000 | 100'000 | 29'494 | 29'494 | 30'714 CHF | 30'951 CHF | 100.00% | 100.00% |
10.05.2024 | 0.77% | 103.70 % | 104.50 % | 100'000 | 100'000 | 29'533 | 29'533 | 30'636 CHF | 30'873 CHF | 99.84% | 99.84% |
08.05.2024 | 0.96% | 104.40 % | 105.40 % | 100'000 | 100'000 | 28'227 | 28'227 | 29'487 CHF | 29'769 CHF | 98.02% | 98.02% |
07.05.2024 | 0.95% | 104.70 % | 105.70 % | 100'000 | 100'000 | 29'746 | 29'746 | 31'125 CHF | 31'422 CHF | 99.45% | 99.45% |
06.05.2024 | 0.77% | 103.90 % | 104.70 % | 100'000 | 100'000 | 29'657 | 29'657 | 30'841 CHF | 31'078 CHF | 100.00% | 100.00% |
03.05.2024 | 0.87% | 103.80 % | 104.60 % | 100'000 | 100'000 | 28'991 | 28'991 | 30'133 CHF | 30'373 CHF | 99.84% | 99.84% |
02.05.2024 | 0.97% | 103.90 % | 104.90 % | 100'000 | 100'000 | 29'456 | 29'456 | 30'584 CHF | 30'879 CHF | 99.99% | 99.99% |
30.04.2024 | 0.77% | 105.00 % | 105.80 % | 100'000 | 100'000 | 29'695 | 29'695 | 31'174 CHF | 31'413 CHF | 99.24% | 99.24% |