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 | 0.69% | 100.90 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'900 CHF | 101'600 CHF | 100.00% | 100.00% |
16.05.2024 | 1.12% | 100.90 % | 101.70 % | 100'000 | 100'000 | 67'039 | 67'039 | 67'543 CHF | 68'244 CHF | 94.24% | 94.24% |
15.05.2024 | 0.90% | 100.60 % | 101.90 % | 50'000 | 50'000 | 89'208 | 89'208 | 89'979 CHF | 90'746 CHF | 98.58% | 98.58% |
14.05.2024 | 0.79% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'900 CHF | 101'700 CHF | 92.38% | 92.38% |
13.05.2024 | 0.79% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'900 CHF | 101'700 CHF | 86.79% | 86.79% |
10.05.2024 | 0.79% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'900 CHF | 101'700 CHF | 98.92% | 98.92% |
08.05.2024 | 0.79% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'900 CHF | 101'700 CHF | 97.10% | 97.10% |
07.05.2024 | 0.79% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'900 CHF | 101'700 CHF | 67.22% | 67.22% |
06.05.2024 | 0.79% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'900 CHF | 101'700 CHF | 93.74% | 93.74% |
03.05.2024 | 0.79% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'900 CHF | 101'700 CHF | 92.70% | 92.70% |