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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 1.04% | 95.25 % | 96.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'442 CHF | 96'442 CHF | 99.60% | 99.60% |
07.05.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'332 CHF | 97'332 CHF | 99.66% | 99.66% |
06.05.2024 | 1.03% | 96.90 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'691 CHF | 97'691 CHF | 90.15% | 90.15% |
03.05.2024 | 1.04% | 96.65 % | 97.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'336 CHF | 96'336 CHF | 95.24% | 95.24% |
02.05.2024 | 1.04% | 95.75 % | 96.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'916 CHF | 96'916 CHF | 97.97% | 97.97% |
30.04.2024 | 1.03% | 96.65 % | 97.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'273 CHF | 97'273 CHF | 90.49% | 90.49% |
29.04.2024 | 1.04% | 95.65 % | 96.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'324 CHF | 96'324 CHF | 97.12% | 97.12% |
26.04.2024 | 1.03% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'423 CHF | 97'423 CHF | 97.20% | 97.20% |
25.04.2024 | 1.04% | 96.25 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'095 CHF | 97'095 CHF | 97.20% | 97.20% |
24.04.2024 | 1.02% | 96.35 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'886 CHF | 98'886 CHF | 99.72% | 99.72% |