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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 1.20% | 82.50 % | 83.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'810 CHF | 83'810 CHF | 97.73% | 97.73% |
17.05.2024 | 1.18% | 84.35 % | 85.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'427 CHF | 85'427 CHF | 99.56% | 99.56% |
16.05.2024 | 1.23% | 81.20 % | 82.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'755 CHF | 81'755 CHF | 99.75% | 99.75% |
15.05.2024 | 1.25% | 79.70 % | 80.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'387 CHF | 80'387 CHF | 99.56% | 99.56% |
14.05.2024 | 1.24% | 80.50 % | 81.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'358 CHF | 81'358 CHF | 99.56% | 99.56% |
13.05.2024 | 1.26% | 79.55 % | 80.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'979 CHF | 79'979 CHF | 62.93% | 62.93% |
10.05.2024 | 1.26% | 77.40 % | 78.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'037 CHF | 80'037 CHF | 99.88% | 99.88% |
08.05.2024 | 1.27% | 78.50 % | 79.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'315 CHF | 79'315 CHF | 99.60% | 99.60% |
07.05.2024 | 1.28% | 77.70 % | 78.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'448 CHF | 78'448 CHF | 99.66% | 99.66% |
06.05.2024 | 1.27% | 77.50 % | 78.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'019 CHF | 79'019 CHF | 90.15% | 90.15% |