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 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'000 CHF | 101'800 CHF | 0.00% | 0.00% |
15.05.2024 | - | 100.90 % | 101.70 % | 100'000 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
14.05.2024 | 0.96% | 101.20 % | 102.00 % | 100'000 | 100'000 | 82'716 | 82'716 | 83'580 CHF | 84'328 CHF | 7.39% | 7.39% |
13.05.2024 | 0.79% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'300 CHF | 102'100 CHF | 29.88% | 29.88% |
10.05.2024 | 0.76% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'359 CHF | 102'133 CHF | 72.61% | 72.61% |
08.05.2024 | 0.78% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'403 CHF | 102'200 CHF | 96.35% | 96.35% |
07.05.2024 | 0.79% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'400 CHF | 102'200 CHF | 67.23% | 67.23% |
06.05.2024 | 0.69% | 101.40 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'400 CHF | 102'104 CHF | 99.08% | 99.08% |
03.05.2024 | 0.73% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'350 CHF | 102'097 CHF | 93.67% | 93.67% |
02.05.2024 | 0.75% | 101.40 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'340 CHF | 102'100 CHF | 91.44% | 91.44% |