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% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'488 CHF | 100'495 CHF | 99.75% | 99.75% |
15.05.2024 | 0.98% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'533 CHF | 100'516 CHF | 99.56% | 99.56% |
14.05.2024 | 1.01% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'462 CHF | 100'470 CHF | 99.56% | 99.56% |
13.05.2024 | 1.01% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'450 CHF | 100'460 CHF | 96.73% | 96.73% |
10.05.2024 | 1.00% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'448 CHF | 100'451 CHF | 99.88% | 99.88% |
08.05.2024 | 1.01% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'290 CHF | 100'293 CHF | 99.60% | 99.60% |
07.05.2024 | 0.99% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'330 CHF | 100'321 CHF | 99.66% | 99.66% |
06.05.2024 | 0.99% | 99.35 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'282 CHF | 100'269 CHF | 90.15% | 90.15% |
03.05.2024 | 1.01% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'244 CHF | 100'246 CHF | 96.88% | 96.88% |
02.05.2024 | 1.00% | 99.25 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'345 CHF | 100'341 CHF | 97.97% | 97.97% |