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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 4.84% | 20.11 % | 21.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 30'222 CHF | 31'722 CHF | 100.00% | 100.00% |
15.05.2024 | 4.83% | 20.25 % | 21.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 30'278 CHF | 31'778 CHF | 100.00% | 100.00% |
14.05.2024 | 4.89% | 20.07 % | 21.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 29'925 CHF | 31'425 CHF | 99.94% | 99.94% |
13.05.2024 | 4.88% | 19.94 % | 20.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 29'958 CHF | 31'458 CHF | 100.00% | 100.00% |
10.05.2024 | 4.96% | 19.79 % | 20.79 % | 150'000 | 150'000 | 149'956 | 150'000 | 29'494 CHF | 31'003 CHF | 100.00% | 100.00% |
08.05.2024 | 4.98% | 19.51 % | 20.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 29'347 CHF | 30'847 CHF | 100.00% | 100.00% |
07.05.2024 | 4.89% | 19.87 % | 20.87 % | 150'000 | 150'000 | 150'000 | 149'992 | 29'915 CHF | 31'413 CHF | 100.00% | 100.00% |
06.05.2024 | 5.23% | 18.70 % | 19.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 27'934 CHF | 29'434 CHF | 100.00% | 100.00% |
03.05.2024 | 5.28% | 18.49 % | 19.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 27'660 CHF | 29'160 CHF | 100.00% | 100.00% |
02.05.2024 | 5.30% | 18.31 % | 19.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 27'535 CHF | 29'035 CHF | 100.00% | 100.00% |