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 | 0.74% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'280 CHF | 102'033 CHF | 90.92% | 90.92% |
15.05.2024 | 0.75% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'185 CHF | 101'946 CHF | 97.82% | 97.82% |
14.05.2024 | 0.76% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'771 CHF | 101'537 CHF | 98.99% | 98.99% |
13.05.2024 | 0.74% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'834 CHF | 101'587 CHF | 79.64% | 79.64% |
10.05.2024 | 0.75% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'882 CHF | 101'643 CHF | 95.17% | 95.17% |
08.05.2024 | 0.74% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'849 CHF | 101'596 CHF | 97.90% | 97.90% |
07.05.2024 | 1.09% | 100.60 % | 101.40 % | 100'000 | 100'000 | 66'329 | 66'329 | 66'689 CHF | 67'367 CHF | 68.52% | 68.52% |
06.05.2024 | 0.75% | 99.80 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'719 CHF | 100'472 CHF | 92.01% | 92.01% |
03.05.2024 | 0.75% | 99.35 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'037 CHF | 99'783 CHF | 94.56% | 94.56% |
02.05.2024 | 0.75% | 98.35 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'416 CHF | 99'158 CHF | 91.57% | 91.57% |