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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'198 CHF | 101'198 CHF | 99.56% | 99.56% |
16.05.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'196 CHF | 101'196 CHF | 99.75% | 99.75% |
15.05.2024 | 1.00% | 99.95 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'052 CHF | 101'053 CHF | 99.56% | 99.56% |
14.05.2024 | 0.99% | 99.95 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'837 CHF | 100'835 CHF | 99.56% | 99.56% |
13.05.2024 | 1.01% | 99.85 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'862 CHF | 100'875 CHF | 96.73% | 96.73% |
10.05.2024 | 1.01% | 99.95 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'948 CHF | 100'965 CHF | 99.24% | 99.24% |
08.05.2024 | 1.00% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'679 CHF | 100'685 CHF | 99.60% | 99.60% |
07.05.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'720 CHF | 100'719 CHF | 99.66% | 99.66% |
06.05.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'410 CHF | 100'410 CHF | 90.15% | 90.15% |
03.05.2024 | 1.00% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'202 CHF | 100'203 CHF | 96.88% | 96.88% |