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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 1.06% | 94.10 % | 95.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'961 CHF | 94'961 CHF | 99.60% | 99.60% |
07.05.2024 | 1.07% | 93.50 % | 94.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'125 CHF | 94'125 CHF | 99.66% | 99.66% |
06.05.2024 | 1.06% | 93.05 % | 94.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'470 CHF | 94'470 CHF | 90.15% | 90.15% |
03.05.2024 | 1.06% | 93.25 % | 94.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'211 CHF | 95'211 CHF | 92.72% | 92.72% |
02.05.2024 | 1.08% | 91.65 % | 92.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'703 CHF | 92'703 CHF | 97.97% | 97.97% |
30.04.2024 | 1.08% | 91.05 % | 92.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'290 CHF | 93'290 CHF | 90.33% | 90.33% |
29.04.2024 | 1.08% | 92.70 % | 93.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'793 CHF | 92'793 CHF | 97.12% | 97.12% |
26.04.2024 | 1.08% | 92.10 % | 93.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'919 CHF | 92'919 CHF | 97.15% | 97.15% |
25.04.2024 | 1.11% | 90.25 % | 91.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'428 CHF | 90'428 CHF | 98.14% | 98.14% |
24.04.2024 | 1.10% | 89.50 % | 90.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'201 CHF | 91'201 CHF | 99.72% | 99.72% |