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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.75% | 103.50 % | 104.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'194 CHF | 103'970 CHF | 98.22% | 98.22% |
14.05.2024 | 1.25% | 102.50 % | 103.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 51'115 CHF | 51'759 CHF | 88.82% | 88.82% |
13.05.2024 | 0.75% | 102.20 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'282 CHF | 103'046 CHF | 88.35% | 88.35% |
10.05.2024 | 0.76% | 102.40 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'300 CHF | 103'078 CHF | 98.27% | 98.27% |
08.05.2024 | 0.75% | 102.20 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'190 CHF | 102'958 CHF | 98.17% | 98.17% |
07.05.2024 | 0.75% | 102.20 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'063 CHF | 102'833 CHF | 54.94% | 54.94% |
06.05.2024 | 0.75% | 101.80 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'713 CHF | 102'477 CHF | 99.18% | 99.18% |
03.05.2024 | 0.75% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'866 CHF | 102'636 CHF | 93.75% | 93.75% |
02.05.2024 | 0.76% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'447 CHF | 102'220 CHF | 91.48% | 91.48% |
30.04.2024 | 0.75% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'237 CHF | 102'000 CHF | 90.02% | 90.02% |