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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'200 CHF | 102'000 CHF | 29.84% | 29.84% |
10.05.2024 | 0.78% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'266 CHF | 102'056 CHF | 72.58% | 72.58% |
08.05.2024 | 0.78% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'303 CHF | 102'099 CHF | 96.39% | 96.39% |
07.05.2024 | 0.79% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'300 CHF | 102'100 CHF | 67.21% | 67.21% |
06.05.2024 | 0.79% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'300 CHF | 102'100 CHF | 99.11% | 99.11% |
03.05.2024 | 0.75% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'289 CHF | 102'051 CHF | 93.82% | 93.82% |
02.05.2024 | 0.73% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'300 CHF | 102'045 CHF | 91.49% | 91.49% |
30.04.2024 | 0.76% | 101.40 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'301 CHF | 102'072 CHF | 84.65% | 84.65% |
29.04.2024 | 0.75% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'305 CHF | 102'068 CHF | 97.81% | 97.81% |
26.04.2024 | 0.75% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'300 CHF | 102'061 CHF | 62.78% | 62.78% |