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% | 101.90 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'792 CHF | 102'551 CHF | 99.15% | 99.15% |
16.05.2024 | 0.76% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'576 CHF | 102'348 CHF | 88.32% | 88.32% |
15.05.2024 | 0.75% | 102.20 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'198 CHF | 102'967 CHF | 87.67% | 87.67% |
14.05.2024 | 0.75% | 102.30 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'166 CHF | 102'936 CHF | 92.93% | 92.93% |
13.05.2024 | 0.74% | 101.90 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'037 CHF | 102'797 CHF | 86.35% | 86.35% |
10.05.2024 | 0.74% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'756 CHF | 102'515 CHF | 97.45% | 97.45% |
08.05.2024 | 0.76% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'128 CHF | 101'896 CHF | 98.39% | 98.39% |
07.05.2024 | 0.76% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'057 CHF | 101'833 CHF | 68.50% | 68.50% |
06.05.2024 | 0.75% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'803 CHF | 101'562 CHF | 93.90% | 93.90% |
03.05.2024 | 0.74% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'357 CHF | 101'103 CHF | 95.58% | 95.58% |