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 | 0.78% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'683 CHF | 103'483 CHF | 99.43% | 99.43% |
14.05.2024 | 0.78% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'727 CHF | 103'527 CHF | 98.97% | 98.97% |
13.05.2024 | 0.78% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'424 CHF | 103'224 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'150 CHF | 102'950 CHF | 99.84% | 99.84% |
08.05.2024 | 0.78% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'794 CHF | 102'594 CHF | 98.15% | 98.15% |
07.05.2024 | 0.78% | 102.00 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'878 CHF | 102'678 CHF | 99.53% | 99.53% |
06.05.2024 | 0.78% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'823 CHF | 102'623 CHF | 99.85% | 99.85% |
03.05.2024 | 0.78% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'560 CHF | 102'360 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'877 CHF | 101'677 CHF | 100.00% | 100.00% |
30.04.2024 | 0.79% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'248 CHF | 102'048 CHF | 99.23% | 99.23% |