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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.75% | 94.50 % | 95.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'536 CHF | 95'248 CHF | 94.45% | 94.45% |
23.05.2024 | 0.75% | 95.30 % | 96.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'276 CHF | 95'994 CHF | 97.97% | 97.97% |
22.05.2024 | 0.75% | 95.35 % | 96.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'828 CHF | 95'545 CHF | 94.84% | 94.84% |
21.05.2024 | 0.75% | 93.95 % | 94.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'261 CHF | 94'974 CHF | 93.85% | 93.94% |
17.05.2024 | 0.75% | 95.00 % | 95.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'179 CHF | 95'893 CHF | 90.59% | 90.59% |
16.05.2024 | 0.75% | 95.80 % | 96.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'838 CHF | 96'558 CHF | 93.57% | 93.57% |
15.05.2024 | 0.75% | 95.80 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'165 CHF | 95'885 CHF | 64.68% | 64.68% |
14.05.2024 | 0.75% | 94.85 % | 95.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'604 CHF | 95'314 CHF | 94.12% | 94.12% |
13.05.2024 | 0.75% | 94.20 % | 94.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'672 CHF | 94'376 CHF | 54.59% | 54.59% |
10.05.2024 | 0.75% | 93.20 % | 93.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'576 CHF | 94'281 CHF | 89.91% | 89.91% |