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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.75% | 89.30 % | 89.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'594 CHF | 89'262 CHF | 95.52% | 95.52% |
21.05.2024 | 0.75% | 87.85 % | 88.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'262 CHF | 88'926 CHF | 94.32% | 94.32% |
17.05.2024 | 0.75% | 89.15 % | 89.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'425 CHF | 90'101 CHF | 91.43% | 91.43% |
16.05.2024 | 0.75% | 90.30 % | 90.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'404 CHF | 91'087 CHF | 94.28% | 94.28% |
15.05.2024 | 0.75% | 90.25 % | 90.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'489 CHF | 90'164 CHF | 31.17% | 31.17% |
14.05.2024 | 0.75% | 89.00 % | 89.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'723 CHF | 89'391 CHF | 94.62% | 94.62% |
13.05.2024 | 0.75% | 88.30 % | 89.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'776 CHF | 88'440 CHF | 55.07% | 55.07% |
10.05.2024 | 0.75% | 87.25 % | 87.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'722 CHF | 88'384 CHF | 90.04% | 90.04% |
08.05.2024 | 0.75% | 88.20 % | 88.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'669 CHF | 88'331 CHF | 97.66% | 97.66% |
07.05.2024 | 0.75% | 87.30 % | 87.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'984 CHF | 87'639 CHF | 67.67% | 67.67% |