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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.74% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'888 CHF | 100'630 CHF | 98.76% | 98.76% |
22.05.2024 | 0.75% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'773 CHF | 100'525 CHF | 96.02% | 96.02% |
21.05.2024 | 0.76% | 99.45 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'530 CHF | 100'286 CHF | 99.90% | 99.90% |
17.05.2024 | 0.76% | 99.80 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'802 CHF | 100'568 CHF | 99.94% | 99.94% |
16.05.2024 | 0.76% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'982 CHF | 100'743 CHF | 94.48% | 94.48% |
15.05.2024 | 0.74% | 100.10 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'041 CHF | 100'780 CHF | 98.90% | 98.90% |
14.05.2024 | 0.76% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'915 CHF | 100'677 CHF | 99.23% | 99.23% |
13.05.2024 | 0.75% | 99.70 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'705 CHF | 100'454 CHF | 90.67% | 90.67% |
10.05.2024 | 0.76% | 100.10 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'072 CHF | 100'831 CHF | 99.00% | 99.00% |
08.05.2024 | 0.75% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'572 CHF | 100'319 CHF | 97.59% | 97.59% |