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 | 1.05% | 99.25 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'250 CHF | 100'300 CHF | 99.75% | 99.75% |
15.05.2024 | 1.05% | 99.25 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'250 CHF | 100'300 CHF | 99.56% | 99.56% |
14.05.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'300 CHF | 100'300 CHF | 99.56% | 99.56% |
13.05.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'300 CHF | 100'300 CHF | 96.73% | 96.73% |
10.05.2024 | 0.95% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'350 CHF | 100'300 CHF | 99.88% | 99.88% |
08.05.2024 | 1.05% | 99.35 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'350 CHF | 100'400 CHF | 99.60% | 99.60% |
07.05.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'400 CHF | 100'400 CHF | 99.66% | 99.66% |
06.05.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'400 CHF | 100'400 CHF | 90.15% | 90.15% |
03.05.2024 | 0.95% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'450 CHF | 100'400 CHF | 96.89% | 96.89% |
02.05.2024 | 0.97% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'450 CHF | 100'419 CHF | 97.97% | 97.97% |