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 | 0.84% | 98.90 % | 99.65 % | 100'000 | 100'000 | 90'615 | 90'615 | 89'599 CHF | 90'318 CHF | 86.99% | 86.99% |
15.05.2024 | 0.75% | 97.75 % | 98.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'608 CHF | 98'343 CHF | 97.42% | 97.42% |
14.05.2024 | 0.79% | 97.10 % | 97.80 % | 100'000 | 100'000 | 95'964 | 95'964 | 92'901 CHF | 93'623 CHF | 83.92% | 83.92% |
13.05.2024 | 0.75% | 97.75 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'490 CHF | 98'221 CHF | 75.79% | 75.79% |
10.05.2024 | 0.75% | 97.25 % | 97.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'445 CHF | 98'179 CHF | 92.57% | 92.57% |
08.05.2024 | 0.75% | 96.80 % | 97.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'809 CHF | 97'536 CHF | 98.31% | 98.31% |
07.05.2024 | 0.75% | 96.75 % | 97.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'522 CHF | 97'252 CHF | 68.26% | 68.26% |
06.05.2024 | 0.75% | 96.15 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'040 CHF | 96'765 CHF | 99.12% | 99.12% |
03.05.2024 | 0.75% | 95.65 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'208 CHF | 95'925 CHF | 92.97% | 92.97% |
02.05.2024 | 0.75% | 94.65 % | 95.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'771 CHF | 96'494 CHF | 84.52% | 84.52% |