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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.75% | 98.25 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'044 CHF | 98'783 CHF | 99.15% | 99.15% |
16.05.2024 | 0.75% | 98.30 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'998 CHF | 98'736 CHF | 88.02% | 88.02% |
15.05.2024 | 0.75% | 98.80 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'905 CHF | 99'650 CHF | 87.57% | 87.57% |
14.05.2024 | 0.75% | 99.10 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'965 CHF | 99'706 CHF | 92.66% | 92.66% |
13.05.2024 | 0.75% | 98.65 % | 99.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'620 CHF | 99'360 CHF | 86.22% | 86.22% |
10.05.2024 | 0.75% | 98.15 % | 98.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'207 CHF | 98'944 CHF | 97.28% | 97.28% |
08.05.2024 | 0.75% | 97.30 % | 98.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'243 CHF | 97'979 CHF | 98.15% | 98.15% |
07.05.2024 | 0.75% | 97.10 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'095 CHF | 97'829 CHF | 65.59% | 65.59% |
06.05.2024 | 0.75% | 96.85 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'587 CHF | 97'316 CHF | 93.64% | 93.64% |
03.05.2024 | 0.75% | 96.20 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'090 CHF | 96'816 CHF | 95.39% | 95.39% |