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 | 101'797 CHF | 102'797 CHF | 99.75% | 99.75% |
15.05.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'416 CHF | 102'416 CHF | 99.56% | 99.56% |
14.05.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'263 CHF | 102'263 CHF | 99.56% | 99.56% |
13.05.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'796 CHF | 101'796 CHF | 96.73% | 96.73% |
10.05.2024 | 0.98% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'105 CHF | 102'105 CHF | 99.88% | 99.88% |
08.05.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'966 CHF | 101'966 CHF | 99.60% | 99.60% |
07.05.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'523 CHF | 101'523 CHF | 99.66% | 99.66% |
06.05.2024 | 0.99% | 100.50 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'462 CHF | 101'462 CHF | 90.15% | 90.15% |
03.05.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'368 CHF | 101'368 CHF | 96.07% | 96.07% |
02.05.2024 | 1.00% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'915 CHF | 100'916 CHF | 97.97% | 97.97% |