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% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'600 CHF | 100'600 CHF | 99.75% | 99.75% |
15.05.2024 | 0.95% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'600 CHF | 99.56% | 99.56% |
14.05.2024 | 0.95% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'600 CHF | 99.56% | 99.56% |
13.05.2024 | 1.01% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'688 CHF | 100'700 CHF | 96.73% | 96.73% |
10.05.2024 | 0.98% | 99.75 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'727 CHF | 100'713 CHF | 99.88% | 99.88% |
08.05.2024 | 0.99% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'795 CHF | 100'791 CHF | 99.60% | 99.60% |
07.05.2024 | 1.00% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'795 CHF | 100'800 CHF | 99.66% | 99.66% |
06.05.2024 | 0.95% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'846 CHF | 100'800 CHF | 90.15% | 90.15% |
03.05.2024 | 0.97% | 99.85 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'850 CHF | 100'822 CHF | 96.89% | 96.89% |
02.05.2024 | 1.02% | 99.85 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'850 CHF | 100'876 CHF | 97.97% | 97.97% |