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 | 0.74% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'849 CHF | 101'596 CHF | 97.90% | 97.90% |
07.05.2024 | 1.09% | 100.60 % | 101.40 % | 100'000 | 100'000 | 66'329 | 66'329 | 66'689 CHF | 67'367 CHF | 68.52% | 68.52% |
06.05.2024 | 0.75% | 99.80 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'719 CHF | 100'472 CHF | 92.01% | 92.01% |
03.05.2024 | 0.75% | 99.35 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'037 CHF | 99'783 CHF | 94.56% | 94.56% |
02.05.2024 | 0.75% | 98.35 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'416 CHF | 99'158 CHF | 91.57% | 91.57% |
30.04.2024 | 0.75% | 98.60 % | 99.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'800 CHF | 99'545 CHF | 98.97% | 98.97% |
29.04.2024 | 0.75% | 98.85 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'794 CHF | 99'540 CHF | 99.90% | 99.90% |
26.04.2024 | 0.75% | 98.70 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'556 CHF | 99'295 CHF | 62.42% | 62.42% |
25.04.2024 | 0.75% | 97.80 % | 98.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'945 CHF | 98'684 CHF | 99.31% | 99.31% |
24.04.2024 | 0.75% | 98.35 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'450 CHF | 99'192 CHF | 99.89% | 99.89% |