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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'179 CHF | 100'177 CHF | 97.73% | 97.73% |
17.05.2024 | 1.00% | 99.25 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'278 CHF | 100'279 CHF | 99.56% | 99.56% |
16.05.2024 | 1.00% | 99.25 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'350 CHF | 100'347 CHF | 99.75% | 99.75% |
15.05.2024 | 1.01% | 98.85 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'678 CHF | 99'678 CHF | 99.56% | 99.56% |
14.05.2024 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'070 CHF | 99'070 CHF | 99.56% | 99.56% |
13.05.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'519 CHF | 99'519 CHF | 96.73% | 96.73% |
10.05.2024 | 1.01% | 98.20 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'502 CHF | 99'502 CHF | 99.88% | 99.88% |
08.05.2024 | 1.01% | 98.15 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'245 CHF | 99'245 CHF | 99.60% | 99.60% |
07.05.2024 | 1.02% | 98.15 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'846 CHF | 98'846 CHF | 99.66% | 99.66% |
06.05.2024 | 1.02% | 97.60 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'585 CHF | 98'585 CHF | 90.15% | 90.15% |