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% | 97.15 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'217 CHF | 97'951 CHF | 94.60% | 94.60% |
15.05.2024 | 0.75% | 96.80 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'460 CHF | 97'186 CHF | 90.14% | 90.14% |
14.05.2024 | 0.75% | 96.00 % | 96.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'779 CHF | 96'499 CHF | 94.54% | 94.54% |
13.05.2024 | 0.75% | 95.40 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'044 CHF | 95'760 CHF | 54.87% | 54.87% |
10.05.2024 | 0.75% | 94.60 % | 95.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'989 CHF | 95'706 CHF | 90.67% | 90.67% |
08.05.2024 | 0.75% | 95.35 % | 96.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'945 CHF | 95'662 CHF | 98.32% | 98.32% |
07.05.2024 | 0.75% | 94.55 % | 95.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'277 CHF | 94'987 CHF | 68.45% | 68.45% |
06.05.2024 | 0.75% | 93.90 % | 94.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'098 CHF | 94'806 CHF | 99.19% | 99.19% |
03.05.2024 | 1.25% | 93.15 % | 94.35 % | 50'000 | 50'000 | 50'000 | 50'000 | 46'677 CHF | 47'265 CHF | 75.91% | 75.91% |
02.05.2024 | 1.25% | 94.05 % | 95.25 % | 50'000 | 50'000 | 50'000 | 50'000 | 47'094 CHF | 47'687 CHF | 70.53% | 70.53% |