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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.75% | 102.80 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'793 CHF | 103'562 CHF | 99.57% | 99.57% |
08.05.2024 | 0.75% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'642 CHF | 103'418 CHF | 98.36% | 98.36% |
07.05.2024 | 0.76% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'408 CHF | 103'185 CHF | 68.49% | 68.49% |
06.05.2024 | 0.75% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'874 CHF | 102'637 CHF | 99.20% | 99.20% |
03.05.2024 | 0.73% | 102.00 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'768 CHF | 102'516 CHF | 94.42% | 94.42% |
02.05.2024 | 0.74% | 101.40 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'371 CHF | 102'128 CHF | 89.90% | 89.90% |
30.04.2024 | 0.75% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'608 CHF | 102'376 CHF | 100.00% | 100.00% |
29.04.2024 | 0.75% | 101.70 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'885 CHF | 102'651 CHF | 100.00% | 100.00% |
26.04.2024 | 0.75% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'621 CHF | 102'389 CHF | 62.49% | 62.49% |
25.04.2024 | 0.75% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'232 CHF | 101'997 CHF | 98.87% | 98.87% |