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% | 95.50 % | 96.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'467 CHF | 96'467 CHF | 99.06% | 99.06% |
15.05.2024 | 1.04% | 95.45 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'921 CHF | 96'921 CHF | 99.56% | 99.56% |
14.05.2024 | 1.04% | 96.15 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'567 CHF | 96'567 CHF | 99.25% | 99.25% |
13.05.2024 | 1.05% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'043 CHF | 96'043 CHF | 96.73% | 96.73% |
10.05.2024 | 1.07% | 93.30 % | 94.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'952 CHF | 93'952 CHF | 99.88% | 99.88% |
08.05.2024 | 1.08% | 91.75 % | 92.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'967 CHF | 92'967 CHF | 99.60% | 99.60% |
07.05.2024 | 1.07% | 92.70 % | 93.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'969 CHF | 93'969 CHF | 99.66% | 99.66% |
06.05.2024 | 1.07% | 93.65 % | 94.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'345 CHF | 94'345 CHF | 90.15% | 90.15% |
03.05.2024 | 1.08% | 93.20 % | 94.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'165 CHF | 93'165 CHF | 96.86% | 96.86% |
02.05.2024 | 1.08% | 92.10 % | 93.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'280 CHF | 93'280 CHF | 97.97% | 97.97% |