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 | 1.02% | 97.65 % | 98.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'759 CHF | 98'759 CHF | 99.19% | 99.19% |
15.05.2024 | 1.02% | 97.20 % | 98.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'079 CHF | 98'079 CHF | 99.56% | 99.56% |
14.05.2024 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'509 CHF | 97'509 CHF | 99.56% | 99.56% |
13.05.2024 | 1.03% | 97.10 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'926 CHF | 97'926 CHF | 96.73% | 96.73% |
10.05.2024 | 1.03% | 96.65 % | 97.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'858 CHF | 97'858 CHF | 99.88% | 99.88% |
08.05.2024 | 1.03% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'438 CHF | 97'438 CHF | 99.60% | 99.60% |
07.05.2024 | 1.04% | 96.45 % | 97.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'107 CHF | 97'107 CHF | 99.66% | 99.66% |
06.05.2024 | 1.04% | 96.05 % | 97.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'016 CHF | 97'016 CHF | 90.15% | 90.15% |
03.05.2024 | 1.04% | 95.60 % | 96.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'338 CHF | 96'338 CHF | 96.87% | 96.87% |
02.05.2024 | 1.04% | 94.65 % | 95.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'630 CHF | 96'630 CHF | 97.97% | 97.97% |