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% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'177 CHF | 97'177 CHF | 99.75% | 99.75% |
15.05.2024 | 1.04% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'231 CHF | 96'231 CHF | 99.56% | 99.56% |
14.05.2024 | 1.05% | 94.55 % | 95.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'300 CHF | 95'300 CHF | 99.56% | 99.56% |
13.05.2024 | 1.06% | 94.10 % | 95.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'920 CHF | 94'920 CHF | 96.73% | 96.73% |
10.05.2024 | 1.06% | 93.55 % | 94.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'163 CHF | 95'163 CHF | 99.88% | 99.88% |
08.05.2024 | 1.06% | 94.55 % | 95.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'996 CHF | 94'996 CHF | 99.60% | 99.60% |
07.05.2024 | 1.07% | 93.60 % | 94.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'100 CHF | 94'100 CHF | 99.66% | 99.66% |
06.05.2024 | 1.07% | 92.70 % | 93.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'850 CHF | 93'850 CHF | 90.15% | 90.15% |
03.05.2024 | 1.07% | 92.50 % | 93.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'580 CHF | 93'580 CHF | 96.02% | 96.02% |
02.05.2024 | 1.07% | 92.70 % | 93.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'252 CHF | 94'252 CHF | 97.97% | 97.97% |