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 | 0.78% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'100 CHF | 102'900 CHF | 92.59% | 92.59% |
15.05.2024 | 0.78% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'100 CHF | 102'900 CHF | 98.15% | 98.15% |
14.05.2024 | 0.78% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'100 CHF | 102'900 CHF | 99.45% | 99.45% |
13.05.2024 | 0.78% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'100 CHF | 102'900 CHF | 44.37% | 44.37% |
10.05.2024 | 0.78% | 102.20 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'200 CHF | 103'000 CHF | 99.41% | 99.41% |
08.05.2024 | 0.78% | 102.20 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'200 CHF | 103'000 CHF | 97.34% | 97.34% |
07.05.2024 | 1.11% | 102.20 % | 103.00 % | 100'000 | 100'000 | 57'056 | 57'056 | 58'226 CHF | 58'854 CHF | 62.68% | 62.68% |
06.05.2024 | 0.78% | 102.20 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'200 CHF | 103'000 CHF | 99.13% | 99.13% |
03.05.2024 | 0.78% | 102.20 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'200 CHF | 103'000 CHF | 93.11% | 93.11% |
02.05.2024 | 0.78% | 102.20 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'200 CHF | 103'000 CHF | 82.57% | 82.57% |