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% | 96.70 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'039 CHF | 97'771 CHF | 84.82% | 84.82% |
15.05.2024 | 0.75% | 97.15 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'784 CHF | 97'516 CHF | 97.48% | 97.48% |
14.05.2024 | 1.25% | 96.30 % | 97.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 47'987 CHF | 48'593 CHF | 96.43% | 96.43% |
13.05.2024 | 1.25% | 96.15 % | 97.40 % | 50'000 | 50'000 | 50'000 | 50'000 | 48'168 CHF | 48'775 CHF | 89.34% | 89.34% |
10.05.2024 | 1.04% | 96.90 % | 98.10 % | 50'000 | 50'000 | 70'730 | 70'730 | 68'600 CHF | 69'262 CHF | 99.16% | 99.16% |
08.05.2024 | 0.75% | 96.20 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'298 CHF | 97'024 CHF | 98.22% | 98.22% |
07.05.2024 | 0.75% | 95.95 % | 96.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'748 CHF | 96'470 CHF | 67.72% | 67.72% |
06.05.2024 | 0.75% | 95.85 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'610 CHF | 96'332 CHF | 96.94% | 96.94% |
03.05.2024 | 0.75% | 95.35 % | 96.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'142 CHF | 95'861 CHF | 88.51% | 88.51% |
02.05.2024 | 0.75% | 95.00 % | 95.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'920 CHF | 95'635 CHF | 91.51% | 91.51% |