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 | 0.98% | 100.50 % | 101.20 % | 100'000 | 100'000 | 76'071 | 76'071 | 76'380 CHF | 77'056 CHF | 92.30% | 92.30% |
15.05.2024 | 0.69% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'500 CHF | 101'200 CHF | 98.95% | 98.95% |
14.05.2024 | 0.69% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'500 CHF | 101'200 CHF | 95.93% | 95.93% |
13.05.2024 | 0.79% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'500 CHF | 101'300 CHF | 90.39% | 90.39% |
10.05.2024 | 0.79% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'500 CHF | 101'300 CHF | 93.84% | 93.84% |
08.05.2024 | 0.69% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'600 CHF | 101'300 CHF | 98.01% | 98.01% |
07.05.2024 | 0.69% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'600 CHF | 101'300 CHF | 67.70% | 67.70% |
06.05.2024 | 0.69% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'600 CHF | 101'300 CHF | 97.38% | 97.38% |
03.05.2024 | 1.19% | 100.40 % | 101.60 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'200 CHF | 50'800 CHF | 90.19% | 90.19% |
02.05.2024 | 1.29% | 100.40 % | 101.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'200 CHF | 50'850 CHF | 88.81% | 88.81% |