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 | 1.07% | 94.70 % | 95.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'326 CHF | 94'326 CHF | 99.66% | 99.66% |
06.05.2024 | 1.08% | 92.00 % | 93.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'724 CHF | 92'724 CHF | 90.15% | 90.15% |
03.05.2024 | 1.13% | 89.80 % | 90.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'423 CHF | 89'423 CHF | 93.19% | 93.19% |
02.05.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
30.04.2024 | 1.07% | 93.75 % | 94.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'755 CHF | 93'755 CHF | 90.49% | 90.49% |
29.04.2024 | 1.06% | 93.10 % | 94.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'076 CHF | 95'076 CHF | 51.71% | 51.71% |
26.04.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
25.04.2024 | 1.09% | 90.15 % | 91.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'057 CHF | 92'057 CHF | 98.14% | 98.14% |
24.04.2024 | 1.07% | 92.40 % | 93.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'587 CHF | 93'587 CHF | 90.78% | 90.78% |
23.04.2024 | 1.04% | 95.50 % | 96.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'484 CHF | 96'484 CHF | 63.69% | 63.69% |