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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.96% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'636 CHF | 100'600 CHF | 95.58% | 95.58% |
28.05.2024 | 1.00% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'651 CHF | 100.00% | 100.00% |
27.05.2024 | 1.05% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'700 CHF | 94.98% | 94.98% |
24.05.2024 | 0.95% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'750 CHF | 100'700 CHF | 96.91% | 96.91% |
23.05.2024 | 1.05% | 99.75 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'750 CHF | 100'800 CHF | 99.27% | 99.27% |
22.05.2024 | 1.04% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'760 CHF | 100'800 CHF | 95.65% | 95.65% |
21.05.2024 | 1.00% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'800 CHF | 100'800 CHF | 97.68% | 97.68% |
17.05.2024 | 1.00% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'894 CHF | 100'900 CHF | 99.56% | 99.56% |
16.05.2024 | 1.00% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'900 CHF | 100'900 CHF | 99.75% | 99.75% |
15.05.2024 | 1.03% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'867 CHF | 100'900 CHF | 99.50% | 99.50% |