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% | 96.50 % | 97.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'481 CHF | 97'481 CHF | 99.75% | 99.75% |
15.05.2024 | 1.04% | 96.25 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'883 CHF | 96'883 CHF | 99.56% | 99.56% |
14.05.2024 | 1.04% | 95.55 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'256 CHF | 96'256 CHF | 99.55% | 99.55% |
13.05.2024 | 1.05% | 94.85 % | 95.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'775 CHF | 95'775 CHF | 96.73% | 96.73% |
10.05.2024 | 1.05% | 94.50 % | 95.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'866 CHF | 95'866 CHF | 99.88% | 99.88% |
08.05.2024 | 1.05% | 94.90 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'519 CHF | 95'519 CHF | 99.60% | 99.60% |
07.05.2024 | 1.06% | 94.25 % | 95.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'849 CHF | 94'849 CHF | 99.66% | 99.66% |
06.05.2024 | 1.06% | 93.60 % | 94.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'831 CHF | 94'831 CHF | 90.15% | 90.15% |
03.05.2024 | 1.07% | 93.15 % | 94.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'226 CHF | 94'226 CHF | 96.31% | 96.31% |
02.05.2024 | 1.06% | 93.15 % | 94.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'459 CHF | 94'459 CHF | 96.51% | 96.51% |