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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.74% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'917 CHF | 101'669 CHF | 82.19% | 82.19% |
10.05.2024 | 0.80% | 101.00 % | 101.70 % | 100'000 | 100'000 | 95'081 | 95'081 | 95'848 CHF | 96'596 CHF | 99.40% | 99.40% |
08.05.2024 | 0.75% | 100.30 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'027 CHF | 100'785 CHF | 98.23% | 98.23% |
07.05.2024 | 0.75% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'142 CHF | 100'895 CHF | 68.27% | 68.27% |
06.05.2024 | 0.75% | 99.80 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'566 CHF | 100'315 CHF | 95.94% | 95.94% |
03.05.2024 | 0.75% | 99.35 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'398 CHF | 100'146 CHF | 94.49% | 94.49% |
02.05.2024 | 0.75% | 99.35 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'375 CHF | 100'121 CHF | 90.99% | 90.99% |
30.04.2024 | 0.75% | 98.80 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'144 CHF | 99'890 CHF | 99.60% | 99.60% |
29.04.2024 | 0.75% | 98.75 % | 99.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'702 CHF | 99'450 CHF | 100.00% | 100.00% |
26.04.2024 | 0.75% | 98.65 % | 99.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'806 CHF | 99'552 CHF | 62.56% | 62.56% |