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% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'876 CHF | 100'625 CHF | 92.08% | 92.08% |
15.05.2024 | 0.75% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'644 CHF | 100'392 CHF | 98.27% | 98.27% |
14.05.2024 | 1.25% | 98.15 % | 99.35 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'160 CHF | 49'779 CHF | 89.34% | 89.34% |
13.05.2024 | 0.75% | 98.70 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'811 CHF | 99'559 CHF | 65.16% | 65.16% |
10.05.2024 | 0.76% | 99.10 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'497 CHF | 100'252 CHF | 64.82% | 64.82% |
08.05.2024 | 0.75% | 99.10 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'271 CHF | 100'019 CHF | 54.42% | 54.42% |
07.05.2024 | 0.75% | 99.05 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'941 CHF | 99'689 CHF | 65.76% | 65.76% |
06.05.2024 | 0.75% | 98.80 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'942 CHF | 99'687 CHF | 87.94% | 87.94% |
03.05.2024 | 0.75% | 99.05 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'999 CHF | 99'744 CHF | 84.83% | 84.83% |
02.05.2024 | 0.75% | 98.65 % | 99.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'897 CHF | 99'643 CHF | 90.25% | 90.25% |