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 | 0.75% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'436 CHF | 101'195 CHF | 90.61% | 90.61% |
10.05.2024 | 0.75% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'862 CHF | 101'622 CHF | 98.78% | 98.78% |
08.05.2024 | 0.75% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'610 CHF | 101'366 CHF | 97.34% | 97.34% |
07.05.2024 | 0.75% | 100.40 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'271 CHF | 101'030 CHF | 67.38% | 67.38% |
06.05.2024 | 0.75% | 99.60 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'622 CHF | 100'375 CHF | 98.10% | 98.10% |
03.05.2024 | 0.75% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'441 CHF | 100'188 CHF | 94.41% | 94.41% |
02.05.2024 | 0.75% | 99.00 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'004 CHF | 99'753 CHF | 90.43% | 90.43% |
30.04.2024 | 0.75% | 99.25 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'327 CHF | 100'076 CHF | 100.00% | 100.00% |
29.04.2024 | 0.75% | 99.25 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'536 CHF | 100'289 CHF | 100.00% | 100.00% |
26.04.2024 | 0.75% | 99.30 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'188 CHF | 99'932 CHF | 62.28% | 62.28% |