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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.75% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'850 CHF | 100'600 CHF | 90.74% | 90.74% |
10.05.2024 | 0.75% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'850 CHF | 100'600 CHF | 99.14% | 99.14% |
08.05.2024 | 0.70% | 99.90 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'900 CHF | 100'600 CHF | 97.92% | 97.92% |
07.05.2024 | 0.80% | 99.90 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'900 CHF | 100'700 CHF | 67.93% | 67.93% |
06.05.2024 | 0.80% | 99.90 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'900 CHF | 100'700 CHF | 92.31% | 92.31% |
03.05.2024 | 0.75% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'950 CHF | 100'700 CHF | 94.92% | 94.92% |
02.05.2024 | 0.75% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'950 CHF | 100'700 CHF | 91.69% | 91.69% |
30.04.2024 | 0.70% | 100.00 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'000 CHF | 100'700 CHF | 100.00% | 100.00% |
29.04.2024 | 0.70% | 100.00 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'000 CHF | 100'700 CHF | 100.00% | 100.00% |
26.04.2024 | 0.80% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'000 CHF | 100'800 CHF | 62.70% | 62.70% |