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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.75% | 96.95 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'680 CHF | 97'407 CHF | 67.43% | 67.43% |
06.05.2024 | 0.75% | 96.60 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'701 CHF | 97'429 CHF | 98.05% | 98.05% |
03.05.2024 | 0.75% | 96.40 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'407 CHF | 97'132 CHF | 94.29% | 94.29% |
02.05.2024 | 0.75% | 95.35 % | 96.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'529 CHF | 96'248 CHF | 91.53% | 91.53% |
30.04.2024 | 0.75% | 95.30 % | 96.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'637 CHF | 96'357 CHF | 100.00% | 100.00% |
29.04.2024 | 0.75% | 95.70 % | 96.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'906 CHF | 96'627 CHF | 99.43% | 99.43% |
26.04.2024 | 0.75% | 95.90 % | 96.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'605 CHF | 96'325 CHF | 61.72% | 61.72% |
25.04.2024 | 0.75% | 95.20 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'339 CHF | 96'056 CHF | 90.09% | 90.09% |
24.04.2024 | 0.75% | 96.20 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'395 CHF | 97'123 CHF | 99.15% | 99.15% |
23.04.2024 | 0.75% | 96.05 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'801 CHF | 96'523 CHF | 99.04% | 99.04% |