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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.99% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'415 CHF | 100'400 CHF | 99.56% | 99.56% |
14.05.2024 | 0.95% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'450 CHF | 100'400 CHF | 99.56% | 99.56% |
13.05.2024 | 1.01% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'481 CHF | 100'491 CHF | 96.73% | 96.73% |
10.05.2024 | 0.96% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'539 CHF | 100'500 CHF | 99.88% | 99.88% |
08.05.2024 | 0.96% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'539 CHF | 100'500 CHF | 99.60% | 99.60% |
07.05.2024 | 0.99% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'508 CHF | 100'500 CHF | 99.66% | 99.66% |
06.05.2024 | 1.04% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'546 CHF | 100'591 CHF | 90.15% | 90.15% |
03.05.2024 | 0.98% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'555 CHF | 100'535 CHF | 96.89% | 96.89% |
02.05.2024 | 1.02% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'582 CHF | 100'600 CHF | 97.97% | 97.97% |
30.04.2024 | 1.02% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'564 CHF | 100'581 CHF | 90.49% | 90.49% |