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 | 0.80% | 124.80 % | 125.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 124'703 CHF | 125'703 CHF | 99.66% | 99.66% |
06.05.2024 | 0.80% | 124.40 % | 125.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 124'351 CHF | 125'351 CHF | 90.15% | 90.15% |
03.05.2024 | 0.80% | 123.90 % | 124.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 123'970 CHF | 124'970 CHF | 96.89% | 96.89% |
02.05.2024 | 0.80% | 123.80 % | 124.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 123'803 CHF | 124'803 CHF | 97.97% | 97.97% |
30.04.2024 | 0.80% | 123.70 % | 124.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 123'786 CHF | 124'786 CHF | 90.49% | 90.49% |
29.04.2024 | 0.81% | 123.70 % | 124.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 123'696 CHF | 124'696 CHF | 97.12% | 97.12% |
26.04.2024 | 0.81% | 123.40 % | 124.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 123'340 CHF | 124'340 CHF | 97.20% | 97.20% |
25.04.2024 | 0.81% | 123.40 % | 124.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 123'405 CHF | 124'405 CHF | 98.14% | 98.14% |
24.04.2024 | 0.81% | 123.30 % | 124.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 123'542 CHF | 124'542 CHF | 99.72% | 99.72% |
23.04.2024 | 0.81% | 123.70 % | 124.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 123'652 CHF | 124'652 CHF | 96.83% | 96.83% |