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% | 100.20 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'143 CHF | 100'898 CHF | 89.41% | 89.41% |
10.05.2024 | 0.81% | 100.20 % | 101.00 % | 100'000 | 100'000 | 95'523 | 95'523 | 95'555 CHF | 96'307 CHF | 98.44% | 98.44% |
08.05.2024 | 0.75% | 98.80 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'572 CHF | 99'315 CHF | 96.79% | 96.79% |
07.05.2024 | 0.75% | 98.45 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'654 CHF | 99'393 CHF | 66.82% | 66.82% |
06.05.2024 | 0.75% | 98.30 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'073 CHF | 98'814 CHF | 97.53% | 97.53% |
03.05.2024 | 0.75% | 97.80 % | 98.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'880 CHF | 98'617 CHF | 94.80% | 94.80% |
02.05.2024 | 0.75% | 97.85 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'855 CHF | 98'592 CHF | 91.07% | 91.07% |
30.04.2024 | 0.75% | 97.15 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'514 CHF | 98'252 CHF | 99.78% | 99.78% |
29.04.2024 | 0.75% | 97.15 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'069 CHF | 97'802 CHF | 100.00% | 100.00% |
26.04.2024 | 0.75% | 97.00 % | 97.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'168 CHF | 97'904 CHF | 62.67% | 62.67% |