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 | 0.92% | 100.70 % | 101.50 % | 100'000 | 100'000 | 84'195 | 84'195 | 84'753 CHF | 85'490 CHF | 71.61% | 71.61% |
15.05.2024 | 1.22% | 100.50 % | 101.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'250 CHF | 50'866 CHF | 89.63% | 89.63% |
14.05.2024 | 1.23% | 100.50 % | 101.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'250 CHF | 50'874 CHF | 81.71% | 81.71% |
13.05.2024 | 0.75% | 100.70 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'643 CHF | 101'400 CHF | 58.53% | 58.53% |
10.05.2024 | 0.74% | 100.70 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'640 CHF | 101'385 CHF | 29.76% | 29.76% |
08.05.2024 | 0.74% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'674 CHF | 101'419 CHF | 89.85% | 89.85% |
07.05.2024 | 0.77% | 100.70 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'607 CHF | 101'383 CHF | 58.45% | 58.45% |
06.05.2024 | 0.77% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'609 CHF | 101'391 CHF | 93.90% | 93.90% |
03.05.2024 | 0.79% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'605 CHF | 101'398 CHF | 94.04% | 94.04% |
02.05.2024 | 0.77% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'611 CHF | 101'392 CHF | 84.12% | 84.12% |