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 | 1.05% | 95.45 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'015 CHF | 96'015 CHF | 99.75% | 99.75% |
15.05.2024 | 1.05% | 95.35 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'108 CHF | 96'108 CHF | 99.56% | 99.56% |
14.05.2024 | 1.04% | 95.35 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'237 CHF | 96'237 CHF | 99.56% | 99.56% |
13.05.2024 | 1.05% | 94.25 % | 95.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'538 CHF | 95'538 CHF | 96.73% | 96.73% |
10.05.2024 | 1.05% | 94.70 % | 95.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'022 CHF | 96'022 CHF | 99.88% | 99.88% |
08.05.2024 | 1.07% | 93.95 % | 94.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'095 CHF | 94'095 CHF | 99.60% | 99.60% |
07.05.2024 | 1.08% | 92.55 % | 93.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'328 CHF | 93'328 CHF | 99.66% | 99.66% |
06.05.2024 | 1.08% | 91.60 % | 92.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'686 CHF | 92'686 CHF | 90.15% | 90.15% |
03.05.2024 | 1.07% | 91.80 % | 92.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'674 CHF | 93'674 CHF | 96.88% | 96.88% |
02.05.2024 | 1.09% | 91.50 % | 92.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'502 CHF | 92'502 CHF | 97.97% | 97.97% |