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 | 1.02% | 97.60 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'666 CHF | 98'666 CHF | 99.75% | 99.75% |
15.05.2024 | 1.02% | 97.55 % | 98.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'091 CHF | 98'091 CHF | 99.56% | 99.56% |
14.05.2024 | 1.04% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'039 CHF | 97'039 CHF | 99.56% | 99.56% |
13.05.2024 | 1.04% | 95.40 % | 96.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'326 CHF | 96'326 CHF | 96.73% | 96.73% |
10.05.2024 | 1.05% | 94.85 % | 95.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'880 CHF | 95'880 CHF | 99.88% | 99.88% |
08.05.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
07.05.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
06.05.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
02.05.2024 | 1.06% | 93.95 % | 94.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'238 CHF | 95'238 CHF | 97.97% | 97.97% |