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 | 1.04% | 96.15 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'045 CHF | 97'045 CHF | 99.75% | 99.75% |
15.05.2024 | 1.05% | 95.45 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'882 CHF | 95'882 CHF | 99.56% | 99.56% |
14.05.2024 | 1.04% | 95.30 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'654 CHF | 96'654 CHF | 99.46% | 99.46% |
13.05.2024 | 1.05% | 94.65 % | 95.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'540 CHF | 95'540 CHF | 96.73% | 96.73% |
10.05.2024 | 1.05% | 93.60 % | 94.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'635 CHF | 95'635 CHF | 99.88% | 99.88% |
08.05.2024 | 1.06% | 94.10 % | 95.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'961 CHF | 94'961 CHF | 99.60% | 99.60% |
07.05.2024 | 1.07% | 93.50 % | 94.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'125 CHF | 94'125 CHF | 99.66% | 99.66% |
06.05.2024 | 1.06% | 93.05 % | 94.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'470 CHF | 94'470 CHF | 90.15% | 90.15% |
03.05.2024 | 1.06% | 93.25 % | 94.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'211 CHF | 95'211 CHF | 92.72% | 92.72% |
02.05.2024 | 1.08% | 91.65 % | 92.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'703 CHF | 92'703 CHF | 97.97% | 97.97% |