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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 1.43% | 67.35 % | 68.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 69'464 CHF | 70'464 CHF | 94.51% | 94.51% |
28.05.2024 | 1.34% | 74.70 % | 75.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'266 CHF | 75'266 CHF | 97.48% | 97.48% |
27.05.2024 | 1.38% | 72.15 % | 73.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'974 CHF | 72'974 CHF | 73.19% | 73.19% |
24.05.2024 | 1.40% | 70.80 % | 71.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 70'851 CHF | 71'851 CHF | 93.68% | 93.68% |
23.05.2024 | 1.39% | 71.10 % | 72.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'338 CHF | 72'338 CHF | 33.50% | 33.50% |
22.05.2024 | 1.37% | 71.60 % | 72.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 72'307 CHF | 73'307 CHF | 93.77% | 93.77% |
21.05.2024 | 1.28% | 77.80 % | 78.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'859 CHF | 78'859 CHF | 43.61% | 43.61% |
17.05.2024 | 1.22% | 81.20 % | 82.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'492 CHF | 82'492 CHF | 21.64% | 21.64% |
16.05.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
15.05.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |