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 | 0.74% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'755 CHF | 101'505 CHF | 96.52% | 96.52% |
16.05.2024 | 0.75% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'567 CHF | 101'327 CHF | 76.72% | 76.72% |
15.05.2024 | 0.75% | 100.90 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'826 CHF | 101'580 CHF | 82.65% | 82.65% |
14.05.2024 | 0.76% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'906 CHF | 101'671 CHF | 82.15% | 82.15% |
13.05.2024 | 0.73% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'954 CHF | 101'697 CHF | 76.97% | 76.97% |
10.05.2024 | 0.75% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'723 CHF | 101'478 CHF | 73.30% | 73.30% |
08.05.2024 | 0.75% | 100.30 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'367 CHF | 101'117 CHF | 79.39% | 79.39% |
07.05.2024 | 0.75% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'330 CHF | 101'085 CHF | 57.14% | 57.14% |
06.05.2024 | 0.75% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'238 CHF | 100'990 CHF | 86.15% | 86.15% |
03.05.2024 | 0.76% | 100.10 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'759 CHF | 100'519 CHF | 90.65% | 90.65% |