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 | 100'776 CHF | 101'526 CHF | 96.42% | 96.42% |
16.05.2024 | 0.75% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'553 CHF | 101'312 CHF | 78.83% | 78.83% |
15.05.2024 | 0.74% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'839 CHF | 101'590 CHF | 82.64% | 82.64% |
14.05.2024 | 0.73% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'957 CHF | 101'701 CHF | 77.38% | 77.38% |
13.05.2024 | 0.74% | 100.90 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'996 CHF | 101'750 CHF | 76.94% | 76.94% |
10.05.2024 | 0.75% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'735 CHF | 101'491 CHF | 73.24% | 73.24% |
08.05.2024 | 0.76% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'334 CHF | 101'097 CHF | 79.27% | 79.27% |
07.05.2024 | 0.75% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'294 CHF | 101'048 CHF | 57.97% | 57.97% |
06.05.2024 | 0.75% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'179 CHF | 100'938 CHF | 82.52% | 82.52% |
03.05.2024 | 0.75% | 100.10 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'710 CHF | 100'460 CHF | 90.48% | 90.48% |