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 | 0.75% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'053 CHF | 100'804 CHF | 44.17% | 44.17% |
16.05.2024 | 0.77% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'091 CHF | 100'867 CHF | 64.05% | 64.05% |
15.05.2024 | 0.75% | 100.40 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'292 CHF | 101'051 CHF | 88.12% | 88.12% |
14.05.2024 | 0.76% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'295 CHF | 101'063 CHF | 43.05% | 43.05% |
13.05.2024 | 0.78% | 100.10 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'209 CHF | 100'991 CHF | 27.17% | 27.17% |
10.05.2024 | 0.76% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'357 CHF | 101'118 CHF | 70.06% | 70.06% |
08.05.2024 | 0.74% | 100.00 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'204 CHF | 100'947 CHF | 46.31% | 46.31% |
07.05.2024 | 0.75% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'170 CHF | 100'924 CHF | 54.94% | 54.94% |
06.05.2024 | 0.76% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'947 CHF | 100'706 CHF | 90.30% | 90.30% |
03.05.2024 | 1.25% | 99.50 % | 100.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'751 CHF | 50'376 CHF | 75.96% | 75.96% |