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 | 0.75% | 95.80 % | 96.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'838 CHF | 96'558 CHF | 93.57% | 93.57% |
15.05.2024 | 0.75% | 95.80 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'165 CHF | 95'885 CHF | 64.68% | 64.68% |
14.05.2024 | 0.75% | 94.85 % | 95.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'604 CHF | 95'314 CHF | 94.12% | 94.12% |
13.05.2024 | 0.75% | 94.20 % | 94.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'672 CHF | 94'376 CHF | 54.59% | 54.59% |
10.05.2024 | 0.75% | 93.20 % | 93.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'576 CHF | 94'281 CHF | 89.91% | 89.91% |
08.05.2024 | 0.75% | 93.95 % | 94.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'533 CHF | 94'237 CHF | 97.44% | 97.44% |
07.05.2024 | 0.75% | 93.20 % | 93.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'968 CHF | 93'669 CHF | 67.49% | 67.49% |
06.05.2024 | 0.75% | 92.60 % | 93.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'871 CHF | 93'572 CHF | 98.00% | 98.00% |
03.05.2024 | 1.25% | 91.95 % | 93.10 % | 50'000 | 50'000 | 50'000 | 50'000 | 46'075 CHF | 46'656 CHF | 75.44% | 75.44% |
02.05.2024 | 1.25% | 92.90 % | 94.10 % | 50'000 | 50'000 | 50'000 | 50'000 | 46'510 CHF | 47'095 CHF | 70.39% | 70.39% |