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 | 0.73% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'772 CHF | 102'518 CHF | 99.89% | 99.89% |
16.05.2024 | 0.78% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'700 CHF | 102'500 CHF | 93.69% | 93.69% |
15.05.2024 | 0.76% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'661 CHF | 102'434 CHF | 97.04% | 97.04% |
14.05.2024 | 0.78% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'600 CHF | 102'392 CHF | 99.31% | 99.31% |
13.05.2024 | 0.78% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'700 CHF | 102'500 CHF | 90.82% | 90.82% |
10.05.2024 | 0.78% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'736 CHF | 102'536 CHF | 99.26% | 99.26% |
08.05.2024 | 0.72% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'766 CHF | 102'500 CHF | 97.98% | 97.98% |
07.05.2024 | 0.73% | 101.70 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'612 CHF | 102'357 CHF | 68.05% | 68.05% |
06.05.2024 | 0.79% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'300 CHF | 94.32% | 94.32% |
03.05.2024 | 0.74% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'508 CHF | 102'263 CHF | 94.47% | 94.47% |