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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'675 CHF | 101'675 CHF | 99.56% | 99.56% |
16.05.2024 | 1.00% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'611 CHF | 100'611 CHF | 99.75% | 99.75% |
15.05.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'467 CHF | 100'468 CHF | 99.56% | 99.56% |
14.05.2024 | 1.00% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'725 CHF | 100'726 CHF | 99.56% | 99.56% |
13.05.2024 | 1.00% | 99.35 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'329 CHF | 100'329 CHF | 96.73% | 96.73% |
10.05.2024 | 1.00% | 98.90 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'326 CHF | 100'325 CHF | 99.88% | 99.88% |
08.05.2024 | 1.01% | 98.90 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'778 CHF | 99'778 CHF | 99.60% | 99.60% |
07.05.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'486 CHF | 99'486 CHF | 99.66% | 99.66% |
06.05.2024 | 1.01% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'508 CHF | 99'508 CHF | 90.15% | 90.15% |
03.05.2024 | 1.01% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'656 CHF | 99'656 CHF | 95.49% | 95.49% |