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 | 1.01% | 98.35 % | 99.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'201 CHF | 99'201 CHF | 99.75% | 99.75% |
15.05.2024 | 1.01% | 97.65 % | 98.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'076 CHF | 99'076 CHF | 99.56% | 99.56% |
14.05.2024 | 1.01% | 97.95 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'107 CHF | 99'107 CHF | 99.56% | 99.56% |
13.05.2024 | 1.02% | 98.30 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'823 CHF | 98'823 CHF | 96.73% | 96.73% |
10.05.2024 | 1.02% | 97.70 % | 98.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'789 CHF | 98'789 CHF | 99.88% | 99.88% |
08.05.2024 | 1.02% | 97.75 % | 98.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'627 CHF | 98'627 CHF | 99.60% | 99.60% |
07.05.2024 | 1.02% | 97.65 % | 98.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'344 CHF | 98'344 CHF | 99.66% | 99.66% |
06.05.2024 | 1.03% | 97.05 % | 98.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'739 CHF | 97'739 CHF | 88.96% | 88.96% |
03.05.2024 | 1.04% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'534 CHF | 96'534 CHF | 96.89% | 96.89% |
02.05.2024 | 1.04% | 95.75 % | 96.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'487 CHF | 96'487 CHF | 97.87% | 97.87% |