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% | 102.30 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'348 CHF | 103'116 CHF | 93.37% | 93.37% |
15.05.2024 | 0.76% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'897 CHF | 102'671 CHF | 89.61% | 89.61% |
14.05.2024 | 0.75% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'527 CHF | 102'294 CHF | 97.98% | 97.98% |
13.05.2024 | 0.75% | 101.50 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'276 CHF | 102'038 CHF | 89.71% | 89.71% |
10.05.2024 | 0.76% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'336 CHF | 102'105 CHF | 89.51% | 89.51% |
08.05.2024 | 0.75% | 101.50 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'240 CHF | 101'998 CHF | 95.33% | 95.33% |
07.05.2024 | 0.75% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'777 CHF | 101'535 CHF | 67.21% | 67.21% |
06.05.2024 | 0.76% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'631 CHF | 101'395 CHF | 97.75% | 97.75% |
03.05.2024 | 1.25% | 100.00 % | 101.30 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'049 CHF | 50'679 CHF | 78.30% | 78.30% |
02.05.2024 | 1.25% | 100.50 % | 101.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'269 CHF | 50'903 CHF | 64.95% | 64.95% |