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% | 95.40 % | 96.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'496 CHF | 96'217 CHF | 94.35% | 94.35% |
15.05.2024 | 0.75% | 95.45 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'659 CHF | 95'371 CHF | 64.75% | 64.75% |
14.05.2024 | 0.75% | 94.30 % | 95.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'060 CHF | 94'770 CHF | 94.68% | 94.68% |
13.05.2024 | 0.75% | 93.70 % | 94.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'197 CHF | 93'900 CHF | 55.05% | 55.05% |
10.05.2024 | 0.75% | 92.75 % | 93.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'157 CHF | 93'860 CHF | 90.15% | 90.15% |
08.05.2024 | 0.75% | 93.60 % | 94.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'130 CHF | 93'832 CHF | 97.85% | 97.85% |
07.05.2024 | 0.75% | 92.80 % | 93.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'508 CHF | 93'206 CHF | 67.88% | 67.88% |
06.05.2024 | 0.75% | 92.15 % | 92.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'385 CHF | 93'082 CHF | 98.36% | 98.36% |
03.05.2024 | 1.25% | 91.55 % | 92.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 45'871 CHF | 46'450 CHF | 76.05% | 76.05% |
02.05.2024 | 1.25% | 92.55 % | 93.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 46'350 CHF | 46'933 CHF | 70.19% | 70.19% |