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% | 98.30 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'227 CHF | 97'961 CHF | 90.23% | 90.23% |
14.05.2024 | 0.75% | 96.15 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'456 CHF | 97'186 CHF | 98.20% | 98.20% |
13.05.2024 | 0.75% | 96.60 % | 97.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'492 CHF | 97'221 CHF | 86.01% | 86.01% |
10.05.2024 | 0.75% | 97.30 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'951 CHF | 97'683 CHF | 90.51% | 90.51% |
08.05.2024 | 0.75% | 96.40 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'481 CHF | 97'208 CHF | 84.84% | 84.84% |
07.05.2024 | 0.75% | 96.15 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'123 CHF | 96'845 CHF | 68.03% | 68.03% |
06.05.2024 | 0.75% | 95.80 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'758 CHF | 96'478 CHF | 98.67% | 98.67% |
03.05.2024 | 0.75% | 95.60 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'034 CHF | 95'749 CHF | 94.31% | 94.31% |
02.05.2024 | 0.75% | 94.30 % | 95.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'275 CHF | 95'992 CHF | 73.85% | 73.85% |
30.04.2024 | 0.75% | 96.60 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'576 CHF | 97'305 CHF | 99.28% | 99.28% |