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% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'050 CHF | 102'806 CHF | 95.30% | 95.30% |
16.05.2024 | 0.76% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'254 CHF | 103'031 CHF | 84.59% | 84.59% |
15.05.2024 | 0.75% | 102.30 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'159 CHF | 102'928 CHF | 97.48% | 97.48% |
14.05.2024 | 1.26% | 101.50 % | 102.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'720 CHF | 51'364 CHF | 96.16% | 96.16% |
13.05.2024 | 1.25% | 101.60 % | 102.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'806 CHF | 51'443 CHF | 89.05% | 89.05% |
10.05.2024 | 1.05% | 101.90 % | 103.20 % | 50'000 | 50'000 | 70'611 | 70'611 | 72'072 CHF | 72'771 CHF | 98.76% | 98.76% |
08.05.2024 | 0.76% | 101.90 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'897 CHF | 102'679 CHF | 96.78% | 96.78% |
07.05.2024 | 0.74% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'719 CHF | 102'472 CHF | 66.97% | 66.97% |
06.05.2024 | 0.75% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'670 CHF | 102'432 CHF | 95.90% | 95.90% |
03.05.2024 | 0.75% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'509 CHF | 102'269 CHF | 88.60% | 88.60% |