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 | 0.77% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'606 CHF | 103'402 CHF | 44.75% | 44.75% |
10.05.2024 | 0.76% | 102.70 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'677 CHF | 103'457 CHF | 72.98% | 72.98% |
08.05.2024 | 0.74% | 102.30 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'342 CHF | 103'103 CHF | 96.30% | 96.30% |
07.05.2024 | 0.73% | 102.30 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'328 CHF | 103'083 CHF | 67.18% | 67.18% |
06.05.2024 | 0.76% | 101.90 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'861 CHF | 102'643 CHF | 99.02% | 99.02% |
03.05.2024 | 0.75% | 101.50 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'441 CHF | 102'209 CHF | 94.61% | 94.61% |
02.05.2024 | 0.74% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'314 CHF | 102'072 CHF | 91.57% | 91.57% |
30.04.2024 | 0.76% | 101.50 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'459 CHF | 102'230 CHF | 81.14% | 81.14% |
29.04.2024 | 0.75% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'442 CHF | 102'210 CHF | 99.90% | 99.90% |
26.04.2024 | 0.75% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'211 CHF | 101'974 CHF | 62.69% | 62.69% |