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 | 1.09% | 91.25 % | 92.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'956 CHF | 91'956 CHF | 99.75% | 99.75% |
15.05.2024 | 1.10% | 90.90 % | 91.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'737 CHF | 91'737 CHF | 99.50% | 99.50% |
14.05.2024 | 1.09% | 91.30 % | 92.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'204 CHF | 92'204 CHF | 99.56% | 99.56% |
13.05.2024 | 1.10% | 90.45 % | 91.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'292 CHF | 91'292 CHF | 62.20% | 62.20% |
10.05.2024 | 1.10% | 89.35 % | 90.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'051 CHF | 91'051 CHF | 99.88% | 99.88% |
08.05.2024 | 1.12% | 89.30 % | 90.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'096 CHF | 90'096 CHF | 99.60% | 99.60% |
07.05.2024 | 1.12% | 88.75 % | 89.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'691 CHF | 89'691 CHF | 99.66% | 99.66% |
06.05.2024 | 1.12% | 88.60 % | 89.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'728 CHF | 89'728 CHF | 90.15% | 90.15% |
03.05.2024 | 1.12% | 88.60 % | 89.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'035 CHF | 90'035 CHF | 96.83% | 96.83% |
02.05.2024 | 1.14% | 87.10 % | 88.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'194 CHF | 88'194 CHF | 97.66% | 97.66% |