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 | 0.74% | 102.00 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'000 CHF | 102'759 CHF | 71.56% | 71.56% |
15.05.2024 | 0.77% | 102.00 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'007 CHF | 102'798 CHF | 98.90% | 98.90% |
14.05.2024 | 0.74% | 102.00 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'955 CHF | 102'711 CHF | 94.44% | 94.44% |
13.05.2024 | 0.72% | 102.00 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'961 CHF | 102'695 CHF | 86.21% | 86.21% |
10.05.2024 | 0.76% | 101.90 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'809 CHF | 102'582 CHF | 98.38% | 98.38% |
08.05.2024 | 0.76% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'455 CHF | 102'226 CHF | 85.59% | 85.59% |
07.05.2024 | 0.74% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'064 CHF | 101'814 CHF | 67.65% | 67.65% |
06.05.2024 | 0.76% | 101.20 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'126 CHF | 101'894 CHF | 98.36% | 98.36% |
03.05.2024 | 0.76% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'107 CHF | 101'873 CHF | 91.74% | 91.74% |
02.05.2024 | 0.75% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'032 CHF | 101'792 CHF | 91.84% | 91.84% |