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% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'066 CHF | 102'827 CHF | 98.33% | 98.33% |
07.05.2024 | 0.75% | 101.90 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'788 CHF | 102'554 CHF | 68.43% | 68.43% |
06.05.2024 | 0.74% | 101.80 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'713 CHF | 102'473 CHF | 98.70% | 98.70% |
03.05.2024 | 0.75% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'579 CHF | 102'348 CHF | 95.44% | 95.44% |
02.05.2024 | 0.76% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'678 CHF | 102'450 CHF | 91.52% | 91.52% |
30.04.2024 | 0.74% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'837 CHF | 102'598 CHF | 99.89% | 99.89% |
29.04.2024 | 0.77% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'774 CHF | 102'556 CHF | 99.88% | 99.88% |
26.04.2024 | 0.75% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'663 CHF | 102'433 CHF | 63.05% | 63.05% |
25.04.2024 | 0.76% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'555 CHF | 102'330 CHF | 99.34% | 99.34% |
24.04.2024 | 0.75% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'689 CHF | 102'455 CHF | 99.88% | 99.88% |