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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.12% | 88.55 % | 89.55 % | 100'000 | 10'000 | 100'000 | 10'000 | 88'477 CHF | 8'948 CHF | 100.00% | 100.00% |
13.05.2024 | 1.13% | 88.30 % | 89.30 % | 100'000 | 10'000 | 100'000 | 10'000 | 88'155 CHF | 8'915 CHF | 60.80% | 60.80% |
10.05.2024 | 1.13% | 87.40 % | 88.40 % | 100'000 | 10'000 | 100'000 | 10'000 | 87'695 CHF | 8'870 CHF | 100.00% | 100.00% |
08.05.2024 | 1.14% | 87.15 % | 88.15 % | 100'000 | 10'000 | 100'000 | 10'000 | 87'099 CHF | 8'810 CHF | 100.00% | 100.00% |
07.05.2024 | 1.15% | 86.50 % | 87.50 % | 100'000 | 10'000 | 100'000 | 10'000 | 86'323 CHF | 8'732 CHF | 100.00% | 100.00% |
06.05.2024 | 1.15% | 86.45 % | 87.45 % | 100'000 | 10'000 | 100'000 | 10'000 | 86'696 CHF | 8'770 CHF | 100.00% | 100.00% |
03.05.2024 | 1.14% | 86.60 % | 87.60 % | 100'000 | 10'000 | 100'000 | 10'000 | 87'408 CHF | 8'841 CHF | 100.00% | 100.00% |
02.05.2024 | 1.16% | 85.75 % | 86.75 % | 100'000 | 10'000 | 100'000 | 10'000 | 85'853 CHF | 8'685 CHF | 3.05% | 3.05% |
30.04.2024 | 1.15% | 85.75 % | 86.75 % | 100'000 | 10'000 | 100'000 | 10'000 | 86'423 CHF | 8'742 CHF | 69.58% | 69.58% |
29.04.2024 | - | 85.80 % | 86.80 % | 100'000 | 10'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |