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% | 99.40 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'047 CHF | 99'792 CHF | 72.39% | 72.39% |
14.05.2024 | 1.25% | 98.05 % | 99.30 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'712 CHF | 49'326 CHF | 89.14% | 89.14% |
13.05.2024 | 0.75% | 96.15 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'277 CHF | 97'001 CHF | 88.37% | 88.37% |
10.05.2024 | 0.75% | 96.45 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'310 CHF | 97'036 CHF | 98.34% | 98.34% |
08.05.2024 | 0.75% | 96.05 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'965 CHF | 96'690 CHF | 98.24% | 98.24% |
07.05.2024 | 0.75% | 95.95 % | 96.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'661 CHF | 96'380 CHF | 55.07% | 55.07% |
06.05.2024 | 0.75% | 95.00 % | 95.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'876 CHF | 95'592 CHF | 99.27% | 99.27% |
03.05.2024 | 0.75% | 95.20 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'262 CHF | 95'979 CHF | 93.35% | 93.35% |
02.05.2024 | 0.75% | 94.45 % | 95.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'261 CHF | 94'971 CHF | 91.49% | 91.49% |
30.04.2024 | 0.75% | 93.65 % | 94.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'680 CHF | 94'385 CHF | 90.36% | 90.36% |