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% | 101.80 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'699 CHF | 102'699 CHF | 99.75% | 99.75% |
15.05.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'161 CHF | 102'161 CHF | 99.56% | 99.56% |
14.05.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'260 CHF | 102'260 CHF | 99.56% | 99.56% |
13.05.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'308 CHF | 102'308 CHF | 96.73% | 96.73% |
10.05.2024 | 0.98% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'340 CHF | 102'340 CHF | 99.88% | 99.88% |
08.05.2024 | 0.99% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'965 CHF | 101'965 CHF | 99.60% | 99.60% |
07.05.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'467 CHF | 101'467 CHF | 99.66% | 99.66% |
06.05.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'506 CHF | 101'506 CHF | 90.15% | 90.15% |
03.05.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'473 CHF | 101'473 CHF | 96.85% | 96.85% |
02.05.2024 | 1.00% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'737 CHF | 100'735 CHF | 97.97% | 97.97% |