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 | 0.75% | 101.20 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'179 CHF | 101'937 CHF | 86.53% | 86.53% |
08.05.2024 | 0.77% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'913 CHF | 101'689 CHF | 97.10% | 97.10% |
07.05.2024 | 0.76% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'842 CHF | 101'607 CHF | 68.12% | 68.12% |
06.05.2024 | 0.75% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'839 CHF | 101'601 CHF | 99.04% | 99.04% |
03.05.2024 | 0.76% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'796 CHF | 101'563 CHF | 95.09% | 95.09% |
02.05.2024 | 0.74% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'634 CHF | 101'378 CHF | 91.57% | 91.57% |
30.04.2024 | 0.74% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'601 CHF | 101'348 CHF | 99.24% | 99.24% |
29.04.2024 | 0.77% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'590 CHF | 101'372 CHF | 99.54% | 99.54% |
26.04.2024 | 0.76% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'485 CHF | 101'254 CHF | 62.03% | 62.03% |
25.04.2024 | 0.75% | 100.30 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'382 CHF | 101'139 CHF | 92.18% | 92.18% |