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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 1.01% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'671 CHF | 100'686 CHF | 96.91% | 96.91% |
23.05.2024 | 1.01% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'706 CHF | 100'714 CHF | 99.27% | 99.27% |
22.05.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'589 CHF | 100'587 CHF | 95.64% | 95.64% |
21.05.2024 | 0.98% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'328 CHF | 100'308 CHF | 97.73% | 97.73% |
17.05.2024 | 1.03% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'445 CHF | 100'479 CHF | 99.56% | 99.56% |
16.05.2024 | 1.01% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'488 CHF | 100'495 CHF | 99.75% | 99.75% |
15.05.2024 | 0.98% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'533 CHF | 100'516 CHF | 99.56% | 99.56% |
14.05.2024 | 1.01% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'462 CHF | 100'470 CHF | 99.56% | 99.56% |
13.05.2024 | 1.01% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'450 CHF | 100'460 CHF | 96.73% | 96.73% |
10.05.2024 | 1.00% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'448 CHF | 100'451 CHF | 99.88% | 99.88% |