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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.04% | 95.20 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'372 CHF | 96'372 CHF | 99.27% | 99.27% |
22.05.2024 | 1.04% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'060 CHF | 97'060 CHF | 95.63% | 95.63% |
21.05.2024 | 1.04% | 96.05 % | 97.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'925 CHF | 96'925 CHF | 97.73% | 97.73% |
17.05.2024 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'412 CHF | 97'412 CHF | 99.39% | 99.39% |
16.05.2024 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'708 CHF | 97'708 CHF | 99.75% | 99.75% |
15.05.2024 | 1.03% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'702 CHF | 97'702 CHF | 99.56% | 99.56% |
14.05.2024 | 1.03% | 96.65 % | 97.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'862 CHF | 97'862 CHF | 99.56% | 99.56% |
13.05.2024 | 1.03% | 96.30 % | 97.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'450 CHF | 97'450 CHF | 96.73% | 96.73% |
10.05.2024 | 1.02% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'202 CHF | 98'202 CHF | 99.88% | 99.88% |
08.05.2024 | 1.05% | 96.05 % | 97.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'880 CHF | 95'880 CHF | 86.64% | 86.64% |