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 | 0.76% | 102.40 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'327 CHF | 103'110 CHF | 53.96% | 53.96% |
15.05.2024 | 0.76% | 101.90 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'085 CHF | 102'868 CHF | 80.44% | 80.44% |
14.05.2024 | 0.76% | 101.90 % | 102.70 % | 100'000 | 100'000 | 98'637 | 98'637 | 100'308 CHF | 101'065 CHF | 93.77% | 93.77% |
13.05.2024 | 0.75% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'769 CHF | 102'538 CHF | 44.79% | 44.79% |
10.05.2024 | 0.75% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'816 CHF | 102'581 CHF | 73.02% | 73.02% |
08.05.2024 | 0.74% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'438 CHF | 102'193 CHF | 96.41% | 96.41% |
07.05.2024 | 0.73% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'430 CHF | 102'170 CHF | 67.23% | 67.23% |
06.05.2024 | 0.75% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'882 CHF | 101'645 CHF | 99.12% | 99.12% |
03.05.2024 | 0.75% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'391 CHF | 101'142 CHF | 94.80% | 94.80% |
02.05.2024 | 0.74% | 100.00 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'218 CHF | 100'962 CHF | 91.17% | 91.17% |