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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.04% | 96.25 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'102 CHF | 97'102 CHF | 99.56% | 99.56% |
13.05.2024 | 1.03% | 96.80 % | 97.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'622 CHF | 97'622 CHF | 96.73% | 96.73% |
10.05.2024 | 1.03% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'554 CHF | 97'554 CHF | 99.88% | 99.88% |
08.05.2024 | 1.03% | 96.20 % | 97.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'175 CHF | 97'175 CHF | 99.60% | 99.60% |
07.05.2024 | 1.04% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'827 CHF | 96'827 CHF | 99.66% | 99.66% |
06.05.2024 | 1.04% | 95.80 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'849 CHF | 96'849 CHF | 90.15% | 90.15% |
03.05.2024 | 1.04% | 95.45 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'271 CHF | 96'271 CHF | 96.89% | 96.89% |
02.05.2024 | 1.04% | 94.65 % | 95.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'490 CHF | 96'490 CHF | 97.97% | 97.97% |
30.04.2024 | 1.04% | 96.05 % | 97.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'893 CHF | 96'893 CHF | 90.49% | 90.49% |
29.04.2024 | 1.03% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'137 CHF | 97'137 CHF | 97.12% | 97.12% |