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 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
15.05.2024 | 1.02% | 97.50 % | 98.50 % | 100'000 | 75'000 | 100'000 | 75'000 | 97'274 CHF | 73'705 CHF | 100.00% | 100.00% |
14.05.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.05.2024 | 1.03% | 96.30 % | 97.30 % | 100'000 | 75'000 | 100'000 | 75'000 | 96'401 CHF | 73'051 CHF | 100.00% | 100.00% |
10.05.2024 | 1.03% | 96.55 % | 97.55 % | 100'000 | 75'000 | 100'000 | 75'000 | 96'606 CHF | 73'205 CHF | 100.00% | 100.00% |
08.05.2024 | 1.04% | 96.10 % | 97.10 % | 100'000 | 75'000 | 100'000 | 75'000 | 96'088 CHF | 72'816 CHF | 100.00% | 100.00% |
07.05.2024 | 1.04% | 96.05 % | 97.05 % | 100'000 | 75'000 | 100'000 | 75'000 | 95'858 CHF | 72'643 CHF | 100.00% | 100.00% |
06.05.2024 | 1.04% | 95.80 % | 96.80 % | 100'000 | 75'000 | 100'000 | 75'000 | 95'828 CHF | 72'621 CHF | 100.00% | 100.00% |
03.05.2024 | 1.04% | 95.90 % | 96.90 % | 100'000 | 75'000 | 100'000 | 75'000 | 95'740 CHF | 72'555 CHF | 100.00% | 100.00% |
02.05.2024 | 1.05% | 94.80 % | 95.80 % | 100'000 | 75'000 | 100'000 | 75'000 | 94'943 CHF | 71'958 CHF | 100.00% | 100.00% |