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 | 0.76% | 101.50 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'422 CHF | 102'196 CHF | 100.00% | 100.00% |
16.05.2024 | 1.08% | 101.40 % | 102.10 % | 100'000 | 100'000 | 67'043 | 67'043 | 67'867 CHF | 68'547 CHF | 94.21% | 94.21% |
15.05.2024 | 0.88% | 100.80 % | 102.00 % | 50'000 | 50'000 | 89'208 | 89'208 | 90'076 CHF | 90'835 CHF | 98.58% | 98.58% |
14.05.2024 | 0.76% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'827 CHF | 101'601 CHF | 92.39% | 92.39% |
13.05.2024 | 0.77% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'157 CHF | 101'935 CHF | 86.77% | 86.77% |
10.05.2024 | 0.76% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'237 CHF | 102'010 CHF | 99.00% | 99.00% |
08.05.2024 | 0.73% | 101.20 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'153 CHF | 101'895 CHF | 97.30% | 97.30% |
07.05.2024 | 0.77% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'007 CHF | 101'784 CHF | 67.49% | 67.49% |
06.05.2024 | 0.73% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'858 CHF | 101'594 CHF | 93.85% | 93.85% |
03.05.2024 | 0.74% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'532 CHF | 101'283 CHF | 92.26% | 92.26% |