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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.02% | 97.35 % | 98.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'368 CHF | 98'368 CHF | 99.56% | 99.56% |
13.05.2024 | 1.03% | 97.15 % | 98.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'725 CHF | 97'725 CHF | 96.73% | 96.73% |
10.05.2024 | 1.03% | 96.15 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'577 CHF | 97'577 CHF | 99.88% | 99.88% |
08.05.2024 | 1.03% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'953 CHF | 97'953 CHF | 99.60% | 99.60% |
07.05.2024 | 1.03% | 95.30 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'360 CHF | 97'360 CHF | 99.66% | 99.66% |
06.05.2024 | 1.04% | 96.05 % | 97.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'963 CHF | 96'963 CHF | 90.15% | 90.15% |
03.05.2024 | 1.04% | 95.30 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'717 CHF | 96'717 CHF | 96.89% | 96.89% |
02.05.2024 | 1.05% | 95.45 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'106 CHF | 96'106 CHF | 97.97% | 97.97% |
30.04.2024 | 1.06% | 93.85 % | 94.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'100 CHF | 95'100 CHF | 90.49% | 90.49% |
29.04.2024 | 1.07% | 93.65 % | 94.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'295 CHF | 94'295 CHF | 97.12% | 97.12% |