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 | 1.03% | 96.90 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'774 CHF | 97'774 CHF | 99.60% | 99.60% |
07.05.2024 | 1.03% | 96.75 % | 97.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'614 CHF | 97'614 CHF | 99.66% | 99.66% |
06.05.2024 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'713 CHF | 97'713 CHF | 90.15% | 90.15% |
03.05.2024 | 1.03% | 96.50 % | 97.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'521 CHF | 97'521 CHF | 96.89% | 96.89% |
02.05.2024 | 1.04% | 96.00 % | 97.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'075 CHF | 97'075 CHF | 97.97% | 97.97% |
30.04.2024 | 1.03% | 96.00 % | 97.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'154 CHF | 97'154 CHF | 90.49% | 90.49% |
29.04.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'208 CHF | 97'208 CHF | 97.12% | 97.12% |
26.04.2024 | 1.04% | 96.20 % | 97.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'979 CHF | 96'979 CHF | 97.20% | 97.20% |
25.04.2024 | 1.04% | 95.75 % | 96.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'605 CHF | 96'605 CHF | 98.14% | 98.14% |
24.04.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'259 CHF | 97'259 CHF | 99.72% | 99.72% |