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% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'285 CHF | 102'048 CHF | 92.57% | 92.57% |
15.05.2024 | 0.74% | 101.40 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'321 CHF | 102'071 CHF | 98.15% | 98.15% |
14.05.2024 | 0.75% | 101.20 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'013 CHF | 101'776 CHF | 99.42% | 99.42% |
13.05.2024 | 0.74% | 101.20 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'159 CHF | 101'908 CHF | 44.36% | 44.36% |
10.05.2024 | 0.75% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'879 CHF | 101'641 CHF | 99.60% | 99.60% |
08.05.2024 | 0.75% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'663 CHF | 101'424 CHF | 97.51% | 97.51% |
07.05.2024 | 1.18% | 101.00 % | 101.80 % | 100'000 | 100'000 | 57'025 | 57'025 | 57'569 CHF | 58'221 CHF | 62.96% | 62.96% |
06.05.2024 | 0.75% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'494 CHF | 100'242 CHF | 99.27% | 99.27% |
03.05.2024 | 0.75% | 99.15 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'015 CHF | 99'761 CHF | 93.39% | 93.39% |
02.05.2024 | 0.75% | 98.75 % | 99.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'819 CHF | 99'564 CHF | 82.22% | 82.22% |