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% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'052 CHF | 100'803 CHF | 92.56% | 92.56% |
15.05.2024 | 0.75% | 100.20 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'089 CHF | 100'843 CHF | 98.15% | 98.15% |
14.05.2024 | 0.75% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'763 CHF | 100'515 CHF | 99.42% | 99.42% |
13.05.2024 | 0.75% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'857 CHF | 100'607 CHF | 44.35% | 44.35% |
10.05.2024 | 0.75% | 99.70 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'491 CHF | 100'241 CHF | 99.44% | 99.44% |
08.05.2024 | 0.75% | 99.20 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'245 CHF | 99'993 CHF | 97.23% | 97.23% |
07.05.2024 | 1.18% | 99.60 % | 100.40 % | 100'000 | 100'000 | 57'081 | 57'081 | 56'845 CHF | 57'490 CHF | 62.47% | 62.47% |
06.05.2024 | 0.75% | 98.10 % | 98.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'803 CHF | 98'539 CHF | 98.98% | 98.98% |
03.05.2024 | 0.75% | 97.40 % | 98.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'274 CHF | 98'005 CHF | 92.70% | 92.70% |
02.05.2024 | 0.75% | 96.90 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'973 CHF | 97'705 CHF | 82.57% | 82.57% |