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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.77% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'200 CHF | 101'987 CHF | 95.38% | 95.38% |
23.05.2024 | 1.18% | 101.00 % | 102.20 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'500 CHF | 51'100 CHF | 0.80% | 0.80% |
22.05.2024 | 1.28% | 101.00 % | 102.30 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'500 CHF | 51'150 CHF | 79.18% | 79.18% |
21.05.2024 | 1.18% | 101.00 % | 102.20 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'500 CHF | 51'100 CHF | 94.81% | 94.81% |
17.05.2024 | 1.27% | 101.00 % | 102.30 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'504 CHF | 51'150 CHF | 75.94% | 75.94% |
16.05.2024 | 0.69% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'000 CHF | 101'700 CHF | 0.00% | 0.00% |
15.05.2024 | - | 100.90 % | 101.70 % | 100'000 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
14.05.2024 | 0.81% | 101.20 % | 101.90 % | 100'000 | 100'000 | 97'538 | 97'538 | 98'509 CHF | 99'300 CHF | 51.89% | 51.89% |
13.05.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'200 CHF | 102'000 CHF | 29.84% | 29.84% |
10.05.2024 | 0.78% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'266 CHF | 102'056 CHF | 72.58% | 72.58% |