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% | 95.20 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'169 CHF | 95'887 CHF | 89.17% | 89.17% |
15.05.2024 | 0.75% | 94.80 % | 95.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'654 CHF | 95'367 CHF | 98.01% | 98.01% |
14.05.2024 | 0.76% | 95.10 % | 95.80 % | 100'000 | 100'000 | 99'095 | 99'095 | 94'209 CHF | 94'925 CHF | 97.48% | 97.48% |
13.05.2024 | 0.75% | 94.60 % | 95.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'564 CHF | 95'279 CHF | 79.08% | 79.08% |
10.05.2024 | 0.75% | 94.35 % | 95.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'561 CHF | 95'274 CHF | 98.07% | 98.07% |
08.05.2024 | 0.75% | 94.35 % | 95.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'280 CHF | 94'990 CHF | 96.59% | 96.59% |
07.05.2024 | 0.75% | 94.05 % | 94.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'906 CHF | 94'615 CHF | 67.08% | 67.08% |
06.05.2024 | 0.75% | 93.95 % | 94.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'149 CHF | 94'859 CHF | 97.88% | 97.88% |
03.05.2024 | 0.75% | 94.25 % | 94.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'795 CHF | 95'509 CHF | 69.87% | 69.87% |
02.05.2024 | 0.75% | 93.50 % | 94.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'496 CHF | 94'201 CHF | 91.15% | 91.15% |