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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.75% | 93.20 % | 94.15 % | 100'000 | 50'000 | 100'000 | 100'000 | 93'069 CHF | 93'772 CHF | 94.12% | 94.12% |
16.05.2024 | 0.75% | 93.55 % | 94.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'021 CHF | 93'722 CHF | 88.06% | 88.06% |
15.05.2024 | 0.75% | 94.35 % | 95.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'487 CHF | 95'199 CHF | 82.62% | 82.62% |
14.05.2024 | 0.75% | 94.75 % | 95.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'572 CHF | 95'285 CHF | 92.68% | 92.68% |
13.05.2024 | 0.75% | 94.10 % | 94.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'996 CHF | 94'703 CHF | 86.23% | 86.24% |
10.05.2024 | 0.75% | 93.20 % | 93.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'257 CHF | 93'959 CHF | 91.05% | 91.05% |
08.05.2024 | 0.75% | 91.75 % | 92.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'628 CHF | 92'317 CHF | 92.81% | 92.81% |
07.05.2024 | 0.76% | 91.40 % | 92.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'371 CHF | 92'064 CHF | 64.74% | 64.74% |
06.05.2024 | 0.75% | 90.95 % | 91.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'513 CHF | 91'196 CHF | 89.02% | 89.02% |
03.05.2024 | 0.75% | 89.80 % | 90.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'646 CHF | 90'321 CHF | 95.53% | 95.53% |