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% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'900 CHF | 100'900 CHF | 99.75% | 99.75% |
15.05.2024 | 1.03% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'867 CHF | 100'900 CHF | 99.50% | 99.50% |
14.05.2024 | 1.01% | 99.85 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'848 CHF | 100'863 CHF | 99.15% | 99.15% |
13.05.2024 | 1.00% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'896 CHF | 100'900 CHF | 96.73% | 96.73% |
10.05.2024 | 0.98% | 99.95 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'960 CHF | 100'945 CHF | 99.88% | 99.88% |
08.05.2024 | 0.99% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'917 CHF | 100'912 CHF | 99.60% | 99.60% |
07.05.2024 | 0.97% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'926 CHF | 100'900 CHF | 99.66% | 99.66% |
06.05.2024 | 1.00% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'900 CHF | 100'900 CHF | 90.15% | 90.15% |
03.05.2024 | 0.98% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'965 CHF | 100'948 CHF | 96.89% | 96.89% |
02.05.2024 | 0.99% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'009 CHF | 101'009 CHF | 97.97% | 97.97% |