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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.75% | 95.60 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'417 CHF | 96'135 CHF | 97.42% | 97.42% |
14.05.2024 | 0.79% | 94.75 % | 95.50 % | 100'000 | 100'000 | 96'080 | 96'080 | 90'727 CHF | 91'430 CHF | 86.08% | 86.08% |
13.05.2024 | 0.75% | 95.60 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'271 CHF | 95'989 CHF | 75.77% | 75.77% |
10.05.2024 | 0.75% | 94.95 % | 95.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'178 CHF | 95'897 CHF | 92.47% | 92.47% |
08.05.2024 | 0.75% | 94.35 % | 95.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'356 CHF | 95'068 CHF | 98.13% | 98.13% |
07.05.2024 | 0.75% | 94.25 % | 95.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'955 CHF | 94'664 CHF | 68.19% | 68.19% |
06.05.2024 | 0.75% | 93.50 % | 94.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'321 CHF | 94'022 CHF | 98.98% | 98.98% |
03.05.2024 | 0.75% | 92.85 % | 93.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'322 CHF | 93'019 CHF | 92.98% | 92.98% |
02.05.2024 | 0.75% | 91.65 % | 92.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'048 CHF | 93'748 CHF | 84.49% | 84.49% |
30.04.2024 | 0.75% | 93.75 % | 94.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'536 CHF | 94'239 CHF | 99.86% | 99.86% |