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 | 1.09% | 98.30 % | 99.05 % | 100'000 | 100'000 | 66'434 | 66'434 | 65'257 CHF | 65'918 CHF | 68.09% | 68.09% |
06.05.2024 | 0.75% | 96.85 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'689 CHF | 97'420 CHF | 91.67% | 91.67% |
03.05.2024 | 0.75% | 96.15 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'673 CHF | 96'396 CHF | 94.49% | 94.49% |
02.05.2024 | 0.75% | 94.65 % | 95.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'742 CHF | 95'455 CHF | 91.19% | 91.19% |
30.04.2024 | 0.75% | 95.00 % | 95.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'273 CHF | 95'990 CHF | 98.86% | 98.86% |
29.04.2024 | 0.75% | 95.40 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'319 CHF | 96'039 CHF | 99.90% | 99.90% |
26.04.2024 | 0.75% | 95.15 % | 95.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'926 CHF | 95'641 CHF | 63.02% | 63.02% |
25.04.2024 | 0.75% | 93.80 % | 94.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'066 CHF | 94'773 CHF | 99.38% | 99.38% |
24.04.2024 | 0.75% | 94.65 % | 95.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'848 CHF | 95'561 CHF | 99.85% | 99.85% |
23.04.2024 | 0.75% | 94.70 % | 95.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'706 CHF | 95'420 CHF | 98.27% | 98.27% |