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% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'297 CHF | 102'051 CHF | 91.88% | 91.88% |
16.05.2024 | 1.08% | 101.20 % | 101.90 % | 100'000 | 100'000 | 67'260 | 67'260 | 67'890 CHF | 68'567 CHF | 92.15% | 92.15% |
15.05.2024 | 0.88% | 100.40 % | 101.70 % | 50'000 | 50'000 | 88'959 | 88'959 | 89'551 CHF | 90'302 CHF | 96.35% | 96.35% |
14.05.2024 | 0.75% | 100.70 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'573 CHF | 101'331 CHF | 94.52% | 94.52% |
13.05.2024 | 0.77% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'864 CHF | 101'641 CHF | 86.11% | 86.11% |
10.05.2024 | 0.73% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'958 CHF | 101'701 CHF | 98.07% | 98.07% |
08.05.2024 | 0.76% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'865 CHF | 101'636 CHF | 97.21% | 97.21% |
07.05.2024 | 0.74% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'793 CHF | 101'543 CHF | 51.22% | 51.22% |
06.05.2024 | 0.73% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'554 CHF | 101'286 CHF | 96.26% | 96.26% |
03.05.2024 | 0.76% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'273 CHF | 101'040 CHF | 94.71% | 94.71% |