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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.26% | 101.10 % | 102.40 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'544 CHF | 51'186 CHF | 93.94% | 93.94% |
16.05.2024 | 0.76% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'264 CHF | 101'033 CHF | 92.78% | 92.78% |
15.05.2024 | 0.75% | 100.40 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'179 CHF | 100'933 CHF | 89.54% | 89.54% |
14.05.2024 | 0.75% | 100.20 % | 101.00 % | 100'000 | 100'000 | 99'311 | 99'311 | 99'469 CHF | 100'218 CHF | 92.63% | 92.63% |
13.05.2024 | 0.75% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'049 CHF | 100'798 CHF | 80.90% | 80.90% |
10.05.2024 | 0.74% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'228 CHF | 100'971 CHF | 86.34% | 86.34% |
08.05.2024 | 0.76% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'692 CHF | 100'450 CHF | 97.00% | 97.00% |
07.05.2024 | 0.76% | 99.70 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'559 CHF | 100'315 CHF | 68.19% | 68.19% |
06.05.2024 | 0.75% | 99.50 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'542 CHF | 100'290 CHF | 99.09% | 99.09% |
03.05.2024 | 0.75% | 99.35 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'424 CHF | 100'172 CHF | 94.42% | 94.42% |