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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 5.16% | 19.40 % | 20.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 18'874 CHF | 19'874 CHF | 96.73% | 96.73% |
10.05.2024 | 5.37% | 18.04 % | 19.04 % | 100'000 | 100'000 | 100'000 | 100'000 | 18'128 CHF | 19'128 CHF | 99.88% | 99.88% |
08.05.2024 | 5.44% | 17.96 % | 18.96 % | 100'000 | 100'000 | 100'000 | 100'000 | 17'891 CHF | 18'891 CHF | 99.60% | 99.60% |
07.05.2024 | 5.38% | 18.08 % | 19.08 % | 100'000 | 100'000 | 100'000 | 100'000 | 18'104 CHF | 19'104 CHF | 99.66% | 99.66% |
06.05.2024 | 5.63% | 17.42 % | 18.42 % | 100'000 | 100'000 | 100'000 | 100'000 | 17'258 CHF | 18'258 CHF | 90.15% | 90.15% |
03.05.2024 | 5.51% | 17.88 % | 18.88 % | 100'000 | 100'000 | 100'000 | 100'000 | 17'651 CHF | 18'651 CHF | 96.88% | 96.88% |
02.05.2024 | 5.51% | 18.00 % | 19.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 17'643 CHF | 18'643 CHF | 97.97% | 97.97% |
30.04.2024 | 5.96% | 16.44 % | 17.44 % | 100'000 | 100'000 | 100'000 | 100'000 | 16'289 CHF | 17'288 CHF | 90.49% | 90.49% |
29.04.2024 | 5.74% | 16.82 % | 17.82 % | 100'000 | 100'000 | 100'000 | 100'000 | 16'923 CHF | 17'923 CHF | 97.12% | 97.12% |
26.04.2024 | 5.53% | 17.32 % | 18.32 % | 100'000 | 100'000 | 100'000 | 100'000 | 17'579 CHF | 18'579 CHF | 97.20% | 97.20% |