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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 1.07% | 93.20 % | 94.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'341 CHF | 94'341 CHF | 95.58% | 95.58% |
28.05.2024 | 1.06% | 93.60 % | 94.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'482 CHF | 94'482 CHF | 100.00% | 100.00% |
27.05.2024 | 1.06% | 93.30 % | 94.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'416 CHF | 94'416 CHF | 94.98% | 94.98% |
24.05.2024 | 1.07% | 93.10 % | 94.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'137 CHF | 94'137 CHF | 96.89% | 96.89% |
23.05.2024 | 1.04% | 94.40 % | 95.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'807 CHF | 96'807 CHF | 99.27% | 99.27% |
22.05.2024 | 1.04% | 95.75 % | 96.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'929 CHF | 96'929 CHF | 95.63% | 95.63% |
21.05.2024 | 1.04% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'927 CHF | 96'927 CHF | 97.73% | 97.73% |
17.05.2024 | 1.04% | 95.35 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'429 CHF | 96'429 CHF | 99.56% | 99.56% |
16.05.2024 | 1.05% | 95.45 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'809 CHF | 95'809 CHF | 99.75% | 99.75% |
15.05.2024 | 1.05% | 94.45 % | 95.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'866 CHF | 95'866 CHF | 99.56% | 99.56% |