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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.05% | 94.65 % | 95.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'634 CHF | 95'634 CHF | 99.56% | 99.56% |
16.05.2024 | 1.06% | 93.70 % | 94.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'783 CHF | 94'783 CHF | 99.75% | 99.75% |
15.05.2024 | 1.07% | 93.30 % | 94.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'024 CHF | 94'024 CHF | 99.56% | 99.56% |
14.05.2024 | 1.07% | 92.95 % | 93.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'861 CHF | 93'861 CHF | 99.56% | 99.56% |
13.05.2024 | 1.07% | 92.75 % | 93.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'579 CHF | 93'579 CHF | 96.73% | 96.73% |
10.05.2024 | 1.08% | 91.50 % | 92.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'036 CHF | 93'036 CHF | 99.88% | 99.88% |
08.05.2024 | 1.10% | 90.90 % | 91.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'814 CHF | 91'814 CHF | 99.60% | 99.60% |
07.05.2024 | 1.11% | 89.95 % | 90.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'685 CHF | 90'685 CHF | 99.66% | 99.66% |
06.05.2024 | 1.11% | 89.95 % | 90.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'937 CHF | 90'937 CHF | 90.15% | 90.15% |
03.05.2024 | 1.10% | 89.80 % | 90.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'140 CHF | 91'140 CHF | 96.02% | 96.02% |