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 | 95'302 CHF | 96'302 CHF | 99.75% | 99.75% |
15.05.2024 | 1.05% | 95.10 % | 96.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'791 CHF | 95'791 CHF | 99.56% | 99.56% |
14.05.2024 | 1.04% | 95.40 % | 96.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'460 CHF | 96'460 CHF | 99.56% | 99.56% |
13.05.2024 | 1.05% | 94.75 % | 95.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'907 CHF | 95'907 CHF | 96.73% | 96.73% |
10.05.2024 | 1.05% | 94.40 % | 95.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'986 CHF | 95'986 CHF | 99.88% | 99.88% |
08.05.2024 | 1.05% | 94.65 % | 95.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'515 CHF | 95'515 CHF | 99.60% | 99.60% |
07.05.2024 | 1.06% | 94.40 % | 95.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'092 CHF | 95'092 CHF | 99.66% | 99.66% |
06.05.2024 | 1.05% | 94.10 % | 95.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'310 CHF | 95'310 CHF | 90.15% | 90.15% |
03.05.2024 | 1.05% | 94.05 % | 95.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'685 CHF | 95'685 CHF | 93.03% | 93.03% |
02.05.2024 | 1.07% | 92.90 % | 93.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'942 CHF | 93'942 CHF | 11.93% | 11.93% |