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 | 1.08% | 91.75 % | 92.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'967 CHF | 92'967 CHF | 99.60% | 99.60% |
07.05.2024 | 1.07% | 92.70 % | 93.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'969 CHF | 93'969 CHF | 99.66% | 99.66% |
06.05.2024 | 1.07% | 93.65 % | 94.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'345 CHF | 94'345 CHF | 90.15% | 90.15% |
03.05.2024 | 1.08% | 93.20 % | 94.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'165 CHF | 93'165 CHF | 96.86% | 96.86% |
02.05.2024 | 1.08% | 92.10 % | 93.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'280 CHF | 93'280 CHF | 97.97% | 97.97% |
30.04.2024 | 1.07% | 92.85 % | 93.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'601 CHF | 93'601 CHF | 90.49% | 90.49% |
29.04.2024 | 1.08% | 91.95 % | 92.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'719 CHF | 92'719 CHF | 97.12% | 97.12% |
26.04.2024 | 1.07% | 92.65 % | 93.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'540 CHF | 93'540 CHF | 97.20% | 97.20% |
25.04.2024 | 1.08% | 92.00 % | 93.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'004 CHF | 93'004 CHF | 98.14% | 98.14% |
24.04.2024 | 1.06% | 92.80 % | 93.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'187 CHF | 95'187 CHF | 99.72% | 99.72% |