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% | 97.90 % | 98.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'058 CHF | 98'798 CHF | 91.84% | 91.84% |
15.05.2024 | 0.75% | 98.25 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'735 CHF | 98'470 CHF | 98.09% | 98.09% |
14.05.2024 | 1.25% | 96.05 % | 97.25 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'129 CHF | 48'736 CHF | 90.20% | 90.20% |
13.05.2024 | 0.75% | 96.70 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'843 CHF | 97'574 CHF | 64.80% | 64.80% |
10.05.2024 | 0.75% | 97.25 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'532 CHF | 98'266 CHF | 70.06% | 70.06% |
08.05.2024 | 0.76% | 97.15 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'292 CHF | 98'030 CHF | 53.23% | 53.23% |
07.05.2024 | 0.75% | 97.05 % | 97.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'926 CHF | 97'659 CHF | 64.28% | 64.28% |
06.05.2024 | 0.75% | 96.75 % | 97.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'915 CHF | 97'646 CHF | 86.55% | 86.55% |
03.05.2024 | 0.75% | 96.90 % | 97.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'946 CHF | 97'676 CHF | 83.98% | 83.98% |
02.05.2024 | 0.75% | 96.55 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'805 CHF | 97'534 CHF | 87.54% | 87.54% |