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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.70% | 99.60 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'600 CHF | 100'300 CHF | 11.14% | 11.14% |
14.05.2024 | 1.25% | 99.35 % | 100.60 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'675 CHF | 50'300 CHF | 15.26% | 15.26% |
13.05.2024 | 0.80% | 99.60 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'600 CHF | 100'400 CHF | 85.61% | 85.61% |
10.05.2024 | 0.75% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'400 CHF | 97.55% | 97.55% |
08.05.2024 | 0.75% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'400 CHF | 95.24% | 95.24% |
07.05.2024 | 0.75% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'400 CHF | 30.21% | 30.21% |
06.05.2024 | 0.75% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'400 CHF | 92.73% | 92.73% |
03.05.2024 | 0.70% | 99.70 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'700 CHF | 100'400 CHF | 57.40% | 57.40% |
02.05.2024 | 0.73% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'669 CHF | 100'400 CHF | 88.97% | 88.97% |
30.04.2024 | 0.74% | 99.70 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'677 CHF | 100'420 CHF | 49.65% | 49.65% |