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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 3.22% | 30.75 % | 31.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 30'602 CHF | 31'602 CHF | 99.66% | 99.66% |
06.05.2024 | 3.26% | 30.25 % | 31.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 30'194 CHF | 31'193 CHF | 90.15% | 90.15% |
03.05.2024 | 3.24% | 30.15 % | 31.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 30'321 CHF | 31'321 CHF | 95.98% | 95.98% |
02.05.2024 | 3.37% | 28.84 % | 29.84 % | 100'000 | 100'000 | 100'000 | 100'000 | 29'089 CHF | 30'087 CHF | 97.97% | 97.97% |
30.04.2024 | 3.47% | 28.54 % | 29.54 % | 100'000 | 100'000 | 100'000 | 100'000 | 28'354 CHF | 29'354 CHF | 90.49% | 90.49% |
29.04.2024 | 3.50% | 28.58 % | 29.58 % | 100'000 | 100'000 | 100'000 | 100'000 | 28'105 CHF | 29'105 CHF | 97.12% | 97.12% |
26.04.2024 | 3.59% | 26.92 % | 27.92 % | 100'000 | 100'000 | 100'000 | 100'000 | 27'367 CHF | 28'367 CHF | 97.20% | 97.20% |
25.04.2024 | 3.64% | 26.88 % | 27.88 % | 100'000 | 100'000 | 100'000 | 100'000 | 26'981 CHF | 27'981 CHF | 97.83% | 97.83% |
24.04.2024 | 3.66% | 26.78 % | 27.78 % | 100'000 | 100'000 | 100'000 | 100'000 | 26'814 CHF | 27'814 CHF | 99.72% | 99.72% |
23.04.2024 | 3.90% | 25.36 % | 26.36 % | 100'000 | 100'000 | 100'000 | 100'000 | 25'124 CHF | 26'124 CHF | 96.83% | 96.83% |