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 | 1.90% | 52.40 % | 53.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 52'183 CHF | 53'183 CHF | 99.56% | 99.56% |
14.05.2024 | 2.01% | 50.45 % | 51.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 49'263 CHF | 50'263 CHF | 99.56% | 99.56% |
13.05.2024 | 2.13% | 46.90 % | 47.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 46'512 CHF | 47'512 CHF | 96.73% | 96.73% |
10.05.2024 | 2.10% | 47.25 % | 48.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 47'222 CHF | 48'222 CHF | 99.77% | 99.77% |
08.05.2024 | 2.20% | 45.05 % | 46.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 45'007 CHF | 46'007 CHF | 99.60% | 99.60% |
07.05.2024 | 2.16% | 46.10 % | 47.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 45'836 CHF | 46'836 CHF | 99.66% | 99.66% |
06.05.2024 | 2.19% | 45.20 % | 46.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 45'133 CHF | 46'133 CHF | 90.15% | 90.15% |
03.05.2024 | 2.21% | 44.95 % | 45.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 44'789 CHF | 45'789 CHF | 96.88% | 96.88% |
02.05.2024 | 2.32% | 42.15 % | 43.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 42'598 CHF | 43'598 CHF | 97.97% | 97.97% |
30.04.2024 | 2.39% | 41.60 % | 42.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 41'288 CHF | 42'288 CHF | 90.49% | 90.49% |