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% | 98.75 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'680 CHF | 99'421 CHF | 71.59% | 71.59% |
15.05.2024 | 0.75% | 99.00 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'814 CHF | 99'556 CHF | 98.11% | 98.11% |
14.05.2024 | 0.75% | 98.10 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'115 CHF | 98'852 CHF | 94.48% | 94.48% |
13.05.2024 | 0.75% | 98.10 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'974 CHF | 98'711 CHF | 86.27% | 86.27% |
10.05.2024 | 0.75% | 97.20 % | 97.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'743 CHF | 97'470 CHF | 98.48% | 98.48% |
08.05.2024 | 0.75% | 94.50 % | 95.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'567 CHF | 95'279 CHF | 81.17% | 81.17% |
07.05.2024 | 0.75% | 92.90 % | 93.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'835 CHF | 93'534 CHF | 67.82% | 67.82% |
06.05.2024 | 0.75% | 93.50 % | 94.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'187 CHF | 93'888 CHF | 98.47% | 98.47% |
03.05.2024 | 0.75% | 92.80 % | 93.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'112 CHF | 93'813 CHF | 92.45% | 92.45% |
02.05.2024 | 0.75% | 92.55 % | 93.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'758 CHF | 93'454 CHF | 91.72% | 91.72% |