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 | 1.14% | 89.25 % | 90.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'476 CHF | 88'476 CHF | 99.66% | 99.66% |
06.05.2024 | 1.18% | 84.90 % | 85.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'416 CHF | 85'416 CHF | 90.15% | 90.15% |
03.05.2024 | 1.26% | 81.55 % | 82.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'175 CHF | 80'175 CHF | 93.08% | 93.08% |
02.05.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
30.04.2024 | 1.15% | 88.00 % | 89.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'667 CHF | 87'667 CHF | 88.92% | 88.92% |
29.04.2024 | 1.11% | 87.85 % | 88.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'218 CHF | 90'218 CHF | 51.82% | 51.82% |
26.04.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
25.04.2024 | 1.17% | 83.20 % | 84.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'922 CHF | 85'922 CHF | 97.83% | 97.83% |
24.04.2024 | 1.14% | 87.10 % | 88.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'512 CHF | 88'512 CHF | 90.68% | 90.68% |
23.04.2024 | 1.07% | 92.65 % | 93.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'714 CHF | 93'714 CHF | 63.64% | 63.64% |