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 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'708 CHF | 97'708 CHF | 99.75% | 99.75% |
15.05.2024 | 1.03% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'702 CHF | 97'702 CHF | 99.56% | 99.56% |
14.05.2024 | 1.03% | 96.65 % | 97.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'862 CHF | 97'862 CHF | 99.56% | 99.56% |
13.05.2024 | 1.03% | 96.30 % | 97.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'450 CHF | 97'450 CHF | 96.73% | 96.73% |
10.05.2024 | 1.02% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'202 CHF | 98'202 CHF | 99.88% | 99.88% |
08.05.2024 | 1.05% | 96.05 % | 97.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'880 CHF | 95'880 CHF | 86.64% | 86.64% |
07.05.2024 | 1.08% | 92.15 % | 93.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'197 CHF | 93'197 CHF | 99.66% | 99.66% |
06.05.2024 | 1.08% | 92.20 % | 93.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'091 CHF | 93'091 CHF | 90.15% | 90.15% |
03.05.2024 | 1.09% | 91.60 % | 92.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'423 CHF | 92'423 CHF | 95.11% | 95.11% |
02.05.2024 | 1.11% | 89.55 % | 90.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'202 CHF | 90'202 CHF | 97.97% | 97.97% |