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 | 0.99% | 101.20 % | 102.20 % | 120'000 | 120'000 | 120'000 | 120'000 | 120'562 CHF | 121'762 CHF | 100.00% | 100.00% |
15.05.2024 | 1.02% | 100.28 % | 101.28 % | 120'000 | 120'000 | 120'000 | 120'000 | 117'526 CHF | 118'726 CHF | 77.36% | 77.36% |
14.05.2024 | 1.03% | 96.72 % | 97.72 % | 120'000 | 120'000 | 120'000 | 120'000 | 116'401 CHF | 117'601 CHF | 100.00% | 100.00% |
13.05.2024 | 1.03% | 96.33 % | 97.33 % | 120'000 | 120'000 | 120'000 | 120'000 | 116'168 CHF | 117'368 CHF | 100.00% | 100.00% |
10.05.2024 | 1.03% | 95.68 % | 96.68 % | 120'000 | 120'000 | 120'000 | 120'000 | 116'260 CHF | 117'460 CHF | 100.00% | 100.00% |
08.05.2024 | 1.06% | 93.12 % | 94.12 % | 120'000 | 105'000 | 120'000 | 119'609 | 112'274 CHF | 113'106 CHF | 100.00% | 100.00% |
07.05.2024 | 1.05% | 94.30 % | 95.30 % | 120'000 | 120'000 | 120'000 | 120'000 | 113'904 CHF | 115'104 CHF | 100.00% | 100.00% |
06.05.2024 | 1.03% | 96.63 % | 97.63 % | 20'000 | 120'000 | 87'836 | 120'000 | 84'286 CHF | 116'558 CHF | 100.00% | 100.00% |
03.05.2024 | 1.06% | 93.42 % | 94.42 % | 120'000 | 120'000 | 120'000 | 120'000 | 113'103 CHF | 114'303 CHF | 85.84% | 85.84% |
02.05.2024 | 1.07% | 94.72 % | 95.72 % | 120'000 | 120'000 | 120'000 | 120'000 | 112'029 CHF | 113'229 CHF | 98.15% | 98.15% |