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 | 1.00% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'130 CHF | 100'129 CHF | 99.25% | 99.25% |
15.05.2024 | 1.02% | 98.25 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'978 CHF | 98'978 CHF | 99.56% | 99.56% |
14.05.2024 | 1.03% | 97.25 % | 98.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'058 CHF | 98'058 CHF | 99.56% | 99.56% |
13.05.2024 | 1.02% | 97.95 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'788 CHF | 98'788 CHF | 96.73% | 96.73% |
10.05.2024 | 1.02% | 97.60 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'908 CHF | 98'908 CHF | 99.88% | 99.88% |
08.05.2024 | 1.02% | 97.25 % | 98.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'302 CHF | 98'302 CHF | 99.60% | 99.60% |
07.05.2024 | 1.03% | 97.25 % | 98.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'798 CHF | 97'798 CHF | 99.66% | 99.66% |
06.05.2024 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'598 CHF | 97'598 CHF | 90.15% | 90.15% |
03.05.2024 | 1.04% | 96.15 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'788 CHF | 96'788 CHF | 96.89% | 96.89% |
02.05.2024 | 1.03% | 94.75 % | 95.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'224 CHF | 97'224 CHF | 97.97% | 97.97% |