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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 1.25% | 80.20 % | 81.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'457 CHF | 80'457 CHF | 99.75% | 99.75% |
15.05.2024 | 1.29% | 77.70 % | 78.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'065 CHF | 78'065 CHF | 99.56% | 99.56% |
14.05.2024 | 1.27% | 78.70 % | 79.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'291 CHF | 79'291 CHF | 65.34% | 65.34% |
13.05.2024 | 1.30% | 76.15 % | 77.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 76'516 CHF | 77'516 CHF | 96.73% | 96.73% |
10.05.2024 | 1.30% | 73.85 % | 74.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 76'658 CHF | 77'658 CHF | 99.88% | 99.88% |
08.05.2024 | 1.32% | 75.60 % | 76.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 75'241 CHF | 76'241 CHF | 99.60% | 99.60% |
07.05.2024 | 1.34% | 74.25 % | 75.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 73'948 CHF | 74'948 CHF | 99.66% | 99.66% |
06.05.2024 | 1.33% | 74.05 % | 75.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'822 CHF | 75'822 CHF | 90.15% | 90.15% |
03.05.2024 | 1.28% | 75.50 % | 76.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'507 CHF | 78'507 CHF | 93.19% | 93.19% |
02.05.2024 | 1.39% | 71.45 % | 72.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'630 CHF | 72'630 CHF | 11.88% | 11.88% |