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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 2.59% | 39.05 % | 40.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 38'051 CHF | 39'051 CHF | 99.56% | 99.56% |
13.05.2024 | 2.75% | 36.25 % | 37.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 35'912 CHF | 36'912 CHF | 96.73% | 96.73% |
10.05.2024 | 2.66% | 36.65 % | 37.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 37'086 CHF | 38'086 CHF | 99.88% | 99.88% |
08.05.2024 | 2.81% | 35.20 % | 36.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 35'151 CHF | 36'151 CHF | 99.60% | 99.60% |
07.05.2024 | 2.75% | 36.15 % | 37.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 35'925 CHF | 36'925 CHF | 99.66% | 99.66% |
06.05.2024 | 2.80% | 35.30 % | 36.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 35'249 CHF | 36'249 CHF | 90.15% | 90.15% |
03.05.2024 | 2.77% | 35.15 % | 36.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 35'602 CHF | 36'602 CHF | 96.89% | 96.89% |
02.05.2024 | 2.93% | 33.25 % | 34.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 33'654 CHF | 34'654 CHF | 97.97% | 97.97% |
30.04.2024 | 3.03% | 32.80 % | 33.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 32'522 CHF | 33'522 CHF | 89.97% | 89.97% |
29.04.2024 | 2.99% | 32.90 % | 33.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 32'945 CHF | 33'945 CHF | 51.81% | 51.81% |