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 | 1.05% | 94.60 % | 95.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'785 CHF | 95'785 CHF | 98.75% | 98.75% |
22.05.2024 | 1.05% | 94.95 % | 95.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'316 CHF | 95'316 CHF | 95.63% | 95.63% |
21.05.2024 | 1.05% | 93.90 % | 94.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'504 CHF | 95'504 CHF | 97.73% | 97.73% |
17.05.2024 | 1.04% | 95.10 % | 96.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'423 CHF | 96'422 CHF | 99.56% | 99.56% |
16.05.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'177 CHF | 97'177 CHF | 99.75% | 99.75% |
15.05.2024 | 1.04% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'231 CHF | 96'231 CHF | 99.56% | 99.56% |
14.05.2024 | 1.05% | 94.55 % | 95.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'300 CHF | 95'300 CHF | 99.56% | 99.56% |
13.05.2024 | 1.06% | 94.10 % | 95.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'920 CHF | 94'920 CHF | 96.73% | 96.73% |
10.05.2024 | 1.06% | 93.55 % | 94.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'163 CHF | 95'163 CHF | 99.88% | 99.88% |
08.05.2024 | 1.06% | 94.55 % | 95.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'996 CHF | 94'996 CHF | 99.60% | 99.60% |