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 | 1.01% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'196 CHF | 100'200 CHF | 99.75% | 99.75% |
15.05.2024 | 1.00% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'044 CHF | 100'044 CHF | 99.56% | 99.56% |
14.05.2024 | 1.00% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'999 CHF | 99'995 CHF | 99.56% | 99.56% |
13.05.2024 | 1.00% | 99.05 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'054 CHF | 100'051 CHF | 96.73% | 96.73% |
10.05.2024 | 1.02% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'073 CHF | 100'087 CHF | 99.88% | 99.88% |
08.05.2024 | 1.00% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'997 CHF | 99'992 CHF | 99.60% | 99.60% |
07.05.2024 | 1.01% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'944 CHF | 99'944 CHF | 99.66% | 99.66% |
06.05.2024 | 1.01% | 98.85 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'839 CHF | 99'839 CHF | 90.15% | 90.15% |
03.05.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'702 CHF | 99'702 CHF | 92.56% | 92.56% |
02.05.2024 | 1.01% | 98.60 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'643 CHF | 99'643 CHF | 97.97% | 97.97% |