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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.02% | 97.60 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'529 CHF | 98'529 CHF | 99.56% | 99.56% |
14.05.2024 | 1.03% | 97.15 % | 98.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'004 CHF | 98'004 CHF | 99.56% | 99.56% |
13.05.2024 | 1.02% | 97.55 % | 98.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'440 CHF | 98'440 CHF | 95.43% | 95.43% |
10.05.2024 | 1.02% | 97.20 % | 98.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'292 CHF | 98'292 CHF | 99.88% | 99.88% |
08.05.2024 | 1.03% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'884 CHF | 97'884 CHF | 99.60% | 99.60% |
07.05.2024 | 1.03% | 96.90 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'660 CHF | 97'660 CHF | 99.66% | 99.66% |
06.05.2024 | 1.03% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'375 CHF | 97'375 CHF | 90.15% | 90.15% |
03.05.2024 | 1.04% | 95.95 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'773 CHF | 96'773 CHF | 96.78% | 96.78% |
02.05.2024 | 1.04% | 95.25 % | 96.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'995 CHF | 96'995 CHF | 97.97% | 97.97% |
30.04.2024 | 1.03% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'304 CHF | 97'304 CHF | 90.49% | 90.49% |