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 | 0.96% | 104.10 % | 105.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'965 CHF | 104'965 CHF | 99.75% | 99.75% |
15.05.2024 | 0.96% | 103.70 % | 104.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'820 CHF | 104'820 CHF | 99.56% | 99.56% |
14.05.2024 | 0.96% | 103.70 % | 104.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'533 CHF | 104'533 CHF | 99.56% | 99.56% |
13.05.2024 | 0.96% | 103.60 % | 104.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'642 CHF | 104'642 CHF | 96.73% | 96.73% |
10.05.2024 | 0.96% | 104.00 % | 105.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'171 CHF | 105'171 CHF | 99.88% | 99.88% |
08.05.2024 | 0.96% | 103.80 % | 104.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'714 CHF | 104'714 CHF | 99.60% | 99.60% |
07.05.2024 | 0.96% | 103.80 % | 104.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'702 CHF | 104'702 CHF | 99.66% | 99.66% |
06.05.2024 | 0.96% | 103.60 % | 104.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'420 CHF | 104'420 CHF | 90.15% | 90.15% |
03.05.2024 | 0.97% | 103.10 % | 104.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'953 CHF | 103'953 CHF | 96.86% | 96.86% |
02.05.2024 | 0.97% | 102.40 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'448 CHF | 103'448 CHF | 97.97% | 97.97% |