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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 1.23% | 81.05 % | 82.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'786 CHF | 81'786 CHF | 99.88% | 99.88% |
08.05.2024 | 1.24% | 80.30 % | 81.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'158 CHF | 81'158 CHF | 99.60% | 99.60% |
07.05.2024 | 1.25% | 80.25 % | 81.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'541 CHF | 80'541 CHF | 99.66% | 99.66% |
06.05.2024 | 1.26% | 78.80 % | 79.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'624 CHF | 79'624 CHF | 90.15% | 90.15% |
03.05.2024 | 1.26% | 79.10 % | 80.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'159 CHF | 80'159 CHF | 96.83% | 96.83% |
02.05.2024 | 1.28% | 77.95 % | 78.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'696 CHF | 78'696 CHF | 97.34% | 97.34% |
30.04.2024 | 1.29% | 77.20 % | 78.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'098 CHF | 78'098 CHF | 90.49% | 90.49% |
29.04.2024 | 1.28% | 77.95 % | 78.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'868 CHF | 78'868 CHF | 97.12% | 97.12% |
26.04.2024 | 1.29% | 77.70 % | 78.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'003 CHF | 78'003 CHF | 96.58% | 96.58% |
25.04.2024 | 1.30% | 76.10 % | 77.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 76'263 CHF | 77'263 CHF | 97.83% | 97.83% |