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 | 0.75% | 97.80 % | 98.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'609 CHF | 98'344 CHF | 95.61% | 95.61% |
07.05.2024 | 0.75% | 97.65 % | 98.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'438 CHF | 98'172 CHF | 67.16% | 67.16% |
06.05.2024 | 0.75% | 97.35 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'453 CHF | 98'188 CHF | 97.80% | 97.80% |
03.05.2024 | 0.75% | 97.20 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'210 CHF | 97'942 CHF | 95.17% | 95.17% |
02.05.2024 | 0.75% | 96.25 % | 97.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'423 CHF | 97'150 CHF | 91.13% | 91.13% |
30.04.2024 | 0.75% | 96.20 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'523 CHF | 97'248 CHF | 99.91% | 99.91% |
29.04.2024 | 0.75% | 96.55 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'671 CHF | 97'400 CHF | 99.54% | 99.54% |
26.04.2024 | 0.75% | 96.65 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'387 CHF | 97'111 CHF | 61.42% | 61.42% |
25.04.2024 | 0.75% | 95.95 % | 96.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'134 CHF | 96'858 CHF | 90.55% | 90.55% |
24.04.2024 | 0.75% | 96.95 % | 97.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'143 CHF | 97'876 CHF | 99.85% | 99.85% |