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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.75% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'031 CHF | 100'785 CHF | 79.95% | 79.95% |
23.05.2024 | 0.76% | 100.10 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'140 CHF | 100'903 CHF | 34.16% | 34.16% |
22.05.2024 | 0.77% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'020 CHF | 100'789 CHF | 95.87% | 95.87% |
21.05.2024 | 0.75% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'878 CHF | 100'630 CHF | 99.92% | 99.92% |
17.05.2024 | 0.76% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'966 CHF | 100'725 CHF | 100.00% | 100.00% |
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% |