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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.09% | 91.05 % | 92.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'007 CHF | 92'007 CHF | 96.11% | 96.11% |
10.05.2024 | 1.10% | 90.60 % | 91.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'444 CHF | 91'444 CHF | 99.88% | 99.88% |
08.05.2024 | 1.14% | 88.55 % | 89.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'182 CHF | 88'182 CHF | 99.60% | 99.60% |
07.05.2024 | 1.13% | 86.70 % | 87.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'613 CHF | 88'613 CHF | 99.66% | 99.66% |
06.05.2024 | 1.12% | 88.20 % | 89.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'600 CHF | 89'600 CHF | 90.15% | 90.15% |
03.05.2024 | 1.11% | 88.60 % | 89.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'847 CHF | 90'847 CHF | 96.62% | 96.62% |
02.05.2024 | 1.12% | 88.45 % | 89.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'478 CHF | 89'478 CHF | 11.10% | 11.10% |
30.04.2024 | 1.04% | 95.40 % | 96.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'456 CHF | 96'456 CHF | 90.49% | 90.49% |
29.04.2024 | 1.04% | 95.25 % | 96.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'352 CHF | 96'352 CHF | 97.12% | 97.12% |
26.04.2024 | 1.05% | 95.30 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'186 CHF | 96'186 CHF | 97.20% | 97.20% |