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 | 1.59% | 62.80 % | 63.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 62'580 CHF | 63'580 CHF | 99.45% | 99.45% |
14.05.2024 | 1.61% | 61.85 % | 62.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 61'620 CHF | 62'620 CHF | 99.56% | 99.56% |
13.05.2024 | 1.59% | 62.85 % | 63.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 62'559 CHF | 63'559 CHF | 96.73% | 96.73% |
10.05.2024 | 1.59% | 62.25 % | 63.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 62'416 CHF | 63'416 CHF | 99.88% | 99.88% |
08.05.2024 | 1.62% | 61.40 % | 62.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 61'403 CHF | 62'403 CHF | 99.60% | 99.60% |
07.05.2024 | 1.63% | 61.30 % | 62.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'927 CHF | 61'927 CHF | 99.66% | 99.66% |
06.05.2024 | 1.64% | 60.60 % | 61.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'502 CHF | 61'502 CHF | 90.15% | 90.15% |
03.05.2024 | 1.66% | 60.15 % | 61.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 59'783 CHF | 60'783 CHF | 95.82% | 95.82% |
02.05.2024 | 1.64% | 59.35 % | 60.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'492 CHF | 61'492 CHF | 97.97% | 97.97% |
30.04.2024 | 1.63% | 61.20 % | 62.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'983 CHF | 61'983 CHF | 89.02% | 89.02% |