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 | 0.80% | 99.80 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'800 CHF | 100'600 CHF | 97.19% | 97.19% |
16.05.2024 | 1.22% | 99.80 % | 100.60 % | 100'000 | 100'000 | 53'064 | 53'064 | 52'841 CHF | 53'476 CHF | 64.69% | 64.69% |
15.05.2024 | 0.86% | 99.55 % | 100.80 % | 50'000 | 50'000 | 92'676 | 92'676 | 92'472 CHF | 93'247 CHF | 70.15% | 70.15% |
14.05.2024 | 0.75% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'850 CHF | 100'600 CHF | 87.63% | 87.63% |
13.05.2024 | 0.75% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'850 CHF | 100'600 CHF | 86.70% | 86.70% |
10.05.2024 | 0.75% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'850 CHF | 100'600 CHF | 98.37% | 98.37% |
08.05.2024 | 0.70% | 99.90 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'900 CHF | 100'600 CHF | 97.15% | 97.15% |
07.05.2024 | 0.70% | 99.90 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'900 CHF | 100'600 CHF | 67.40% | 67.40% |
06.05.2024 | 0.80% | 99.90 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'900 CHF | 100'700 CHF | 93.44% | 93.44% |
03.05.2024 | 0.75% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'950 CHF | 100'700 CHF | 75.65% | 75.65% |