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 | 1.19% | 126.50 % | 127.40 % | 100'000 | 100'000 | 57'092 | 57'092 | 72'111 CHF | 72'932 CHF | 62.36% | 62.36% |
06.05.2024 | 0.75% | 125.10 % | 126.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 124'920 CHF | 125'858 CHF | 98.93% | 98.93% |
03.05.2024 | 0.74% | 124.60 % | 125.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 124'509 CHF | 125'435 CHF | 93.10% | 93.10% |
02.05.2024 | 0.76% | 124.20 % | 125.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 124'299 CHF | 125'244 CHF | 82.52% | 82.52% |
30.04.2024 | 0.75% | 124.20 % | 125.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 124'412 CHF | 125'347 CHF | 100.00% | 100.00% |
29.04.2024 | 0.76% | 124.40 % | 125.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 124'452 CHF | 125'397 CHF | 67.92% | 67.92% |
26.04.2024 | 0.75% | 124.30 % | 125.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 124'234 CHF | 125'165 CHF | 60.98% | 60.98% |
25.04.2024 | 0.76% | 124.20 % | 125.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 124'369 CHF | 125'312 CHF | 75.33% | 75.33% |
24.04.2024 | 0.75% | 124.30 % | 125.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 124'630 CHF | 125'566 CHF | 97.69% | 97.69% |
23.04.2024 | 0.96% | 125.00 % | 125.90 % | 100'000 | 100'000 | 78'675 | 78'675 | 98'267 CHF | 99'133 CHF | 99.36% | 99.36% |