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 | 0.80% | 100.00 % | 100.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'000 CHF | 50'400 CHF | 99.73% | 99.73% |
15.05.2024 | 1.00% | 99.90 % | 100.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'950 CHF | 50'450 CHF | 99.43% | 99.43% |
14.05.2024 | 1.00% | 99.90 % | 100.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'950 CHF | 50'450 CHF | 98.96% | 98.96% |
13.05.2024 | 0.80% | 100.00 % | 100.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'000 CHF | 50'400 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.00 % | 100.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'000 CHF | 50'400 CHF | 99.84% | 99.84% |
08.05.2024 | 1.00% | 100.00 % | 101.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'000 CHF | 50'500 CHF | 98.26% | 98.26% |
07.05.2024 | 1.00% | 99.90 % | 100.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'950 CHF | 50'450 CHF | 99.57% | 99.57% |
06.05.2024 | 0.80% | 100.00 % | 100.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'000 CHF | 50'400 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 100.00 % | 100.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'009 CHF | 50'435 CHF | 100.00% | 100.00% |
02.05.2024 | 1.00% | 100.00 % | 101.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'000 CHF | 50'500 CHF | 98.11% | 98.11% |