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% | 92.55 % | 93.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'650 CHF | 93'349 CHF | 94.60% | 94.60% |
15.05.2024 | 0.75% | 92.15 % | 92.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'657 CHF | 92'349 CHF | 90.14% | 90.14% |
14.05.2024 | 0.75% | 91.10 % | 91.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'830 CHF | 91'512 CHF | 94.49% | 94.49% |
13.05.2024 | 0.75% | 90.45 % | 91.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'089 CHF | 90'768 CHF | 54.86% | 54.86% |
10.05.2024 | 0.75% | 89.55 % | 90.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'034 CHF | 90'709 CHF | 90.68% | 90.68% |
08.05.2024 | 0.75% | 90.45 % | 91.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'928 CHF | 90'606 CHF | 98.44% | 98.44% |
07.05.2024 | 0.75% | 89.45 % | 90.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'121 CHF | 89'791 CHF | 68.54% | 68.54% |
06.05.2024 | 0.75% | 88.70 % | 89.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'866 CHF | 89'539 CHF | 99.27% | 99.27% |
03.05.2024 | 1.25% | 87.90 % | 89.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 44'058 CHF | 44'613 CHF | 75.85% | 75.85% |
02.05.2024 | 1.25% | 88.95 % | 90.10 % | 50'000 | 50'000 | 50'000 | 50'000 | 44'557 CHF | 45'118 CHF | 70.44% | 70.44% |