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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 1.70% | 58.85 % | 59.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 58'464 CHF | 59'464 CHF | 95.65% | 95.65% |
21.05.2024 | 1.79% | 56.45 % | 57.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'424 CHF | 56'424 CHF | 97.73% | 97.73% |
17.05.2024 | 1.76% | 56.60 % | 57.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 56'397 CHF | 57'397 CHF | 99.56% | 99.56% |
16.05.2024 | 1.76% | 55.60 % | 56.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 56'162 CHF | 57'162 CHF | 99.75% | 99.75% |
15.05.2024 | 1.80% | 55.20 % | 56.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'965 CHF | 55'965 CHF | 99.56% | 99.56% |
14.05.2024 | 1.91% | 53.15 % | 54.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 51'950 CHF | 52'950 CHF | 99.55% | 99.55% |
13.05.2024 | 2.02% | 49.50 % | 50.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 49'108 CHF | 50'108 CHF | 96.73% | 96.73% |
10.05.2024 | 1.99% | 49.85 % | 50.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 49'763 CHF | 50'763 CHF | 99.88% | 99.88% |
08.05.2024 | 2.08% | 47.55 % | 48.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 47'484 CHF | 48'484 CHF | 99.60% | 99.60% |
07.05.2024 | 2.05% | 48.60 % | 49.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 48'339 CHF | 49'339 CHF | 99.66% | 99.66% |