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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 1.05% | 95.50 % | 96.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'095 CHF | 96'095 CHF | 99.66% | 99.66% |
06.05.2024 | 1.05% | 94.80 % | 95.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'893 CHF | 95'893 CHF | 90.15% | 90.15% |
03.05.2024 | 1.06% | 94.40 % | 95.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'137 CHF | 95'137 CHF | 96.86% | 96.86% |
02.05.2024 | 1.05% | 93.35 % | 94.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'491 CHF | 95'491 CHF | 97.97% | 97.97% |
30.04.2024 | 1.05% | 95.15 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'064 CHF | 96'064 CHF | 90.49% | 90.49% |
29.04.2024 | 1.04% | 95.10 % | 96.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'392 CHF | 96'392 CHF | 97.12% | 97.12% |
26.04.2024 | 1.05% | 95.15 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'914 CHF | 95'914 CHF | 97.20% | 97.20% |
25.04.2024 | 1.05% | 94.65 % | 95.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'783 CHF | 95'783 CHF | 98.14% | 98.14% |
24.04.2024 | 1.04% | 95.35 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'401 CHF | 96'401 CHF | 99.72% | 99.72% |
23.04.2024 | 1.03% | 96.35 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'309 CHF | 97'309 CHF | 96.83% | 96.83% |