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 | 0.74% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'055 CHF | 101'803 CHF | 95.10% | 95.10% |
13.05.2024 | 0.73% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'068 CHF | 101'808 CHF | 82.13% | 82.13% |
10.05.2024 | 0.93% | 101.10 % | 101.80 % | 100'000 | 100'000 | 79'066 | 79'066 | 79'845 CHF | 80'528 CHF | 23.07% | 23.07% |
08.05.2024 | 0.75% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'516 CHF | 101'269 CHF | 98.12% | 98.12% |
07.05.2024 | 0.77% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'559 CHF | 101'334 CHF | 68.13% | 68.13% |
06.05.2024 | 0.75% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'308 CHF | 101'062 CHF | 95.75% | 95.75% |
03.05.2024 | 0.76% | 100.20 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'221 CHF | 100'982 CHF | 93.83% | 93.83% |
02.05.2024 | 0.75% | 100.20 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'185 CHF | 100'937 CHF | 91.85% | 91.85% |
30.04.2024 | 0.76% | 100.10 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'219 CHF | 100'981 CHF | 99.99% | 99.99% |
29.04.2024 | 0.75% | 100.00 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'942 CHF | 100'696 CHF | 100.00% | 100.00% |