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 | 0.77% | 100.20 % | 101.00 % | 100'000 | 100'000 | 98'565 | 98'565 | 98'629 CHF | 99'389 CHF | 89.05% | 89.05% |
13.05.2024 | 0.79% | 100.10 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'234 CHF | 101'034 CHF | 44.61% | 44.61% |
10.05.2024 | 0.76% | 100.30 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'408 CHF | 101'172 CHF | 66.81% | 66.81% |
08.05.2024 | 0.73% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'465 CHF | 101'201 CHF | 96.00% | 96.00% |
07.05.2024 | 0.71% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'490 CHF | 101'201 CHF | 66.79% | 66.79% |
06.05.2024 | 0.77% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'319 CHF | 101'096 CHF | 98.42% | 98.42% |
03.05.2024 | 0.76% | 100.20 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'199 CHF | 100'960 CHF | 93.73% | 93.73% |
02.05.2024 | 0.78% | 100.10 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'108 CHF | 100'892 CHF | 91.41% | 91.41% |
30.04.2024 | 0.75% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'153 CHF | 100'910 CHF | 83.47% | 83.47% |
29.04.2024 | 0.75% | 100.10 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'129 CHF | 100'882 CHF | 97.92% | 97.92% |