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 | 0.75% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'597 CHF | 103'369 CHF | 87.66% | 87.66% |
23.05.2024 | 0.78% | 102.70 % | 103.40 % | 100'000 | 100'000 | 96'562 | 96'562 | 99'020 CHF | 99'777 CHF | 98.13% | 98.13% |
22.05.2024 | 1.25% | 102.20 % | 103.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 51'101 CHF | 51'744 CHF | 95.51% | 95.51% |
21.05.2024 | 1.24% | 102.50 % | 103.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 51'200 CHF | 51'841 CHF | 84.66% | 84.66% |
17.05.2024 | 1.25% | 102.40 % | 103.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 51'280 CHF | 51'927 CHF | 98.96% | 98.96% |
16.05.2024 | 0.76% | 103.10 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'026 CHF | 103'811 CHF | 53.96% | 53.96% |
15.05.2024 | 0.74% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'832 CHF | 103'600 CHF | 80.44% | 80.44% |
14.05.2024 | 0.77% | 102.70 % | 103.50 % | 100'000 | 100'000 | 98'638 | 98'638 | 101'127 CHF | 101'897 CHF | 93.78% | 93.78% |
13.05.2024 | 0.77% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'606 CHF | 103'402 CHF | 44.75% | 44.75% |
10.05.2024 | 0.76% | 102.70 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'677 CHF | 103'457 CHF | 72.98% | 72.98% |