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 | 1.10% | 89.95 % | 90.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'097 CHF | 91'097 CHF | 99.75% | 99.75% |
15.05.2024 | 1.10% | 90.00 % | 91.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'541 CHF | 91'541 CHF | 99.56% | 99.56% |
14.05.2024 | 1.10% | 90.75 % | 91.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'066 CHF | 91'066 CHF | 99.55% | 99.55% |
13.05.2024 | 1.11% | 90.50 % | 91.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'347 CHF | 90'347 CHF | 96.73% | 96.73% |
10.05.2024 | 1.14% | 87.70 % | 88.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'299 CHF | 88'299 CHF | 99.88% | 99.88% |
08.05.2024 | 1.15% | 86.55 % | 87.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'776 CHF | 87'776 CHF | 99.60% | 99.60% |
07.05.2024 | 1.13% | 87.75 % | 88.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'920 CHF | 88'920 CHF | 99.66% | 99.66% |
06.05.2024 | 1.13% | 88.65 % | 89.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'355 CHF | 89'355 CHF | 90.15% | 90.15% |
03.05.2024 | 1.14% | 88.20 % | 89.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'301 CHF | 88'301 CHF | 96.86% | 96.86% |
02.05.2024 | 1.13% | 87.85 % | 88.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'889 CHF | 88'889 CHF | 97.97% | 97.97% |