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 | 1.04% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'635 CHF | 100'679 CHF | 99.75% | 99.75% |
15.05.2024 | 0.99% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'415 CHF | 100'406 CHF | 99.56% | 99.56% |
14.05.2024 | 1.01% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'487 CHF | 100'493 CHF | 99.56% | 99.56% |
13.05.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'309 CHF | 100'310 CHF | 96.73% | 96.73% |
10.05.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'373 CHF | 100'367 CHF | 99.88% | 99.88% |
08.05.2024 | 1.01% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'270 CHF | 100'278 CHF | 99.60% | 99.60% |
07.05.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'136 CHF | 100'137 CHF | 99.66% | 99.66% |
06.05.2024 | 1.01% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'209 CHF | 100'219 CHF | 90.15% | 90.15% |
03.05.2024 | 1.01% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'243 CHF | 100'245 CHF | 96.89% | 96.89% |
02.05.2024 | 1.01% | 98.90 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'864 CHF | 99'864 CHF | 97.97% | 97.97% |