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 | 0.99% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'921 CHF | 100'913 CHF | 99.75% | 99.75% |
15.05.2024 | 1.00% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'869 CHF | 100'871 CHF | 99.56% | 99.56% |
14.05.2024 | 0.98% | 99.95 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'915 CHF | 100'900 CHF | 99.56% | 99.56% |
13.05.2024 | 0.99% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'946 CHF | 100'939 CHF | 96.73% | 96.73% |
10.05.2024 | 1.01% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'001 CHF | 101'014 CHF | 99.88% | 99.88% |
08.05.2024 | 0.97% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'931 CHF | 100'901 CHF | 99.60% | 99.60% |
07.05.2024 | 0.99% | 99.95 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'963 CHF | 100'959 CHF | 99.66% | 99.66% |
06.05.2024 | 1.00% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'000 CHF | 101'000 CHF | 90.15% | 90.15% |
03.05.2024 | 0.99% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'047 CHF | 101'047 CHF | 96.89% | 96.89% |
02.05.2024 | 0.99% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'857 CHF | 100'853 CHF | 97.97% | 97.97% |