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% | 90.30 % | 90.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'404 CHF | 91'087 CHF | 94.28% | 94.28% |
15.05.2024 | 0.75% | 90.25 % | 90.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'489 CHF | 90'164 CHF | 31.17% | 31.17% |
14.05.2024 | 0.75% | 89.00 % | 89.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'723 CHF | 89'391 CHF | 94.62% | 94.62% |
13.05.2024 | 0.75% | 88.30 % | 89.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'776 CHF | 88'440 CHF | 55.07% | 55.07% |
10.05.2024 | 0.75% | 87.25 % | 87.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'722 CHF | 88'384 CHF | 90.04% | 90.04% |
08.05.2024 | 0.75% | 88.20 % | 88.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'669 CHF | 88'331 CHF | 97.66% | 97.66% |
07.05.2024 | 0.75% | 87.30 % | 87.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'984 CHF | 87'639 CHF | 67.67% | 67.67% |
06.05.2024 | 0.76% | 86.60 % | 87.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'810 CHF | 87'469 CHF | 98.18% | 98.18% |
03.05.2024 | 1.25% | 86.00 % | 87.10 % | 50'000 | 50'000 | 50'000 | 50'000 | 43'112 CHF | 43'655 CHF | 76.61% | 76.61% |
02.05.2024 | 1.25% | 87.10 % | 88.20 % | 50'000 | 50'000 | 50'000 | 50'000 | 43'639 CHF | 44'189 CHF | 64.53% | 64.53% |