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 | 0.76% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'089 CHF | 100'853 CHF | 97.76% | 97.76% |
07.05.2024 | 1.09% | 99.85 % | 100.60 % | 100'000 | 100'000 | 66'453 | 66'453 | 66'295 CHF | 66'964 CHF | 68.01% | 68.01% |
06.05.2024 | 0.75% | 98.85 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'710 CHF | 99'453 CHF | 91.61% | 91.61% |
03.05.2024 | 0.75% | 98.30 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'937 CHF | 98'676 CHF | 94.43% | 94.43% |
02.05.2024 | 0.75% | 97.20 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'254 CHF | 97'986 CHF | 91.49% | 91.49% |
30.04.2024 | 0.75% | 97.50 % | 98.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'677 CHF | 98'416 CHF | 98.31% | 98.31% |
29.04.2024 | 0.75% | 97.75 % | 98.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'667 CHF | 98'402 CHF | 99.90% | 99.90% |
26.04.2024 | 0.75% | 97.55 % | 98.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'393 CHF | 98'124 CHF | 62.49% | 62.49% |
25.04.2024 | 0.75% | 96.55 % | 97.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'687 CHF | 97'413 CHF | 99.18% | 99.18% |
24.04.2024 | 0.75% | 97.10 % | 97.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'223 CHF | 97'959 CHF | 99.64% | 99.64% |