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 | 0.75% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'610 CHF | 102'375 CHF | 71.69% | 71.69% |
15.05.2024 | 0.75% | 101.90 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'796 CHF | 102'564 CHF | 98.90% | 98.90% |
14.05.2024 | 0.76% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'331 CHF | 102'106 CHF | 94.66% | 94.66% |
13.05.2024 | 0.76% | 101.40 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'251 CHF | 102'025 CHF | 86.49% | 86.49% |
10.05.2024 | 0.75% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'521 CHF | 101'280 CHF | 99.00% | 99.00% |
08.05.2024 | 0.75% | 98.95 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'003 CHF | 99'749 CHF | 86.50% | 86.50% |
07.05.2024 | 0.75% | 97.85 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'803 CHF | 98'538 CHF | 68.50% | 68.50% |
06.05.2024 | 0.75% | 98.25 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'024 CHF | 98'761 CHF | 99.23% | 99.23% |
03.05.2024 | 0.75% | 97.70 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'930 CHF | 98'670 CHF | 91.83% | 91.83% |
02.05.2024 | 0.75% | 97.55 % | 98.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'661 CHF | 98'396 CHF | 91.85% | 91.85% |