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% | 96.00 % | 97.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'650 CHF | 96'650 CHF | 99.75% | 99.75% |
15.05.2024 | 1.03% | 95.30 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'141 CHF | 97'141 CHF | 99.56% | 99.56% |
14.05.2024 | 1.04% | 96.60 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'287 CHF | 96'287 CHF | 99.56% | 99.56% |
13.05.2024 | 1.05% | 95.20 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'671 CHF | 95'671 CHF | 96.73% | 96.73% |
10.05.2024 | 1.05% | 93.85 % | 94.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'968 CHF | 95'968 CHF | 99.88% | 99.88% |
08.05.2024 | 1.05% | 95.05 % | 96.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'953 CHF | 95'953 CHF | 99.60% | 99.60% |
07.05.2024 | 1.04% | 95.90 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'040 CHF | 97'040 CHF | 99.66% | 99.66% |
06.05.2024 | 1.04% | 95.95 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'111 CHF | 97'111 CHF | 90.15% | 90.15% |
03.05.2024 | 1.04% | 95.05 % | 96.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'384 CHF | 96'384 CHF | 96.86% | 96.86% |
02.05.2024 | 1.05% | 94.90 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'634 CHF | 95'633 CHF | 11.46% | 11.46% |