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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.93% | 33.75 % | 34.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 33'638 CHF | 34'638 CHF | 99.56% | 99.56% |
14.05.2024 | 3.07% | 32.70 % | 33.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 32'091 CHF | 33'091 CHF | 99.56% | 99.56% |
13.05.2024 | 3.21% | 30.90 % | 31.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 30'683 CHF | 31'683 CHF | 96.73% | 96.73% |
10.05.2024 | 3.15% | 31.10 % | 32.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 31'298 CHF | 32'298 CHF | 99.88% | 99.88% |
08.05.2024 | 3.26% | 30.15 % | 31.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 30'143 CHF | 31'143 CHF | 99.60% | 99.60% |
07.05.2024 | 3.22% | 30.75 % | 31.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 30'602 CHF | 31'602 CHF | 99.66% | 99.66% |
06.05.2024 | 3.26% | 30.25 % | 31.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 30'194 CHF | 31'193 CHF | 90.15% | 90.15% |
03.05.2024 | 3.24% | 30.15 % | 31.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 30'321 CHF | 31'321 CHF | 95.98% | 95.98% |
02.05.2024 | 3.37% | 28.84 % | 29.84 % | 100'000 | 100'000 | 100'000 | 100'000 | 29'089 CHF | 30'087 CHF | 97.97% | 97.97% |
30.04.2024 | 3.47% | 28.54 % | 29.54 % | 100'000 | 100'000 | 100'000 | 100'000 | 28'354 CHF | 29'354 CHF | 90.49% | 90.49% |