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% | 96.20 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'898 CHF | 96'620 CHF | 68.52% | 68.52% |
06.05.2024 | 0.75% | 95.80 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'921 CHF | 96'645 CHF | 99.22% | 99.22% |
03.05.2024 | 0.75% | 95.60 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'564 CHF | 96'285 CHF | 94.32% | 94.32% |
02.05.2024 | 0.75% | 94.35 % | 95.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'539 CHF | 95'248 CHF | 91.47% | 91.47% |
30.04.2024 | 0.75% | 94.30 % | 95.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'665 CHF | 95'380 CHF | 100.00% | 100.00% |
29.04.2024 | 0.75% | 94.75 % | 95.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'022 CHF | 95'741 CHF | 99.54% | 99.54% |
26.04.2024 | 0.75% | 95.00 % | 95.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'684 CHF | 95'397 CHF | 61.48% | 61.48% |
25.04.2024 | 0.75% | 94.20 % | 94.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'340 CHF | 95'052 CHF | 90.50% | 90.50% |
24.04.2024 | 0.75% | 95.30 % | 96.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'529 CHF | 96'249 CHF | 99.63% | 99.63% |
23.04.2024 | 0.75% | 95.15 % | 95.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'840 CHF | 95'555 CHF | 98.80% | 98.80% |