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 | 0.95% | 105.00 % | 106.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 105'000 CHF | 106'000 CHF | 99.87% | 99.87% |
15.05.2024 | 0.95% | 105.00 % | 106.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'933 CHF | 105'933 CHF | 99.81% | 99.81% |
14.05.2024 | 0.95% | 104.90 % | 105.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'893 CHF | 105'893 CHF | 67.69% | 67.69% |
13.05.2024 | 0.95% | 104.90 % | 105.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'897 CHF | 105'897 CHF | 95.71% | 95.71% |
10.05.2024 | 0.95% | 104.80 % | 105.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'900 CHF | 105'900 CHF | 9.12% | 9.12% |
08.05.2024 | 0.95% | 104.70 % | 105.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'700 CHF | 105'700 CHF | 96.33% | 96.33% |
07.05.2024 | 0.95% | 104.60 % | 105.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'591 CHF | 105'591 CHF | 57.07% | 57.07% |
06.05.2024 | 0.95% | 104.30 % | 105.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'377 CHF | 105'377 CHF | 29.78% | 29.78% |
03.05.2024 | 0.96% | 104.10 % | 105.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'103 CHF | 105'103 CHF | 55.65% | 55.65% |
02.05.2024 | 0.96% | 103.80 % | 104.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'974 CHF | 104'974 CHF | 48.51% | 48.51% |