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 | 0.40% | 101.00 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'989 CHF | 101'389 CHF | 99.50% | 99.50% |
15.05.2024 | 0.40% | 100.80 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'800 CHF | 101'200 CHF | 98.82% | 98.82% |
14.05.2024 | 0.40% | 100.60 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'600 CHF | 101'000 CHF | 98.94% | 98.94% |
13.05.2024 | 0.40% | 100.70 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'700 CHF | 101'100 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 100.70 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'694 CHF | 101'094 CHF | 99.84% | 99.84% |
08.05.2024 | 0.40% | 100.60 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'586 CHF | 100'986 CHF | 89.18% | 89.18% |
07.05.2024 | 0.40% | 100.40 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'202 CHF | 100'602 CHF | 99.57% | 99.57% |
06.05.2024 | 0.40% | 100.10 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'100 CHF | 100'500 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 100.10 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'100 CHF | 100'500 CHF | 99.80% | 99.80% |
02.05.2024 | 0.40% | 100.00 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'060 CHF | 100'460 CHF | 98.22% | 98.22% |