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 | 1.33% | 75.15 % | 76.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'623 CHF | 75'623 CHF | 99.75% | 99.75% |
15.05.2024 | 1.36% | 73.30 % | 74.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 72'781 CHF | 73'781 CHF | 99.56% | 99.56% |
14.05.2024 | 1.34% | 74.40 % | 75.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'113 CHF | 75'113 CHF | 99.46% | 99.46% |
13.05.2024 | 1.38% | 72.45 % | 73.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 72'095 CHF | 73'095 CHF | 60.42% | 60.42% |
10.05.2024 | 1.37% | 70.25 % | 71.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 72'509 CHF | 73'509 CHF | 99.88% | 99.88% |
08.05.2024 | 1.38% | 71.75 % | 72.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'717 CHF | 72'717 CHF | 99.60% | 99.60% |
07.05.2024 | 1.40% | 70.85 % | 71.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 70'702 CHF | 71'702 CHF | 99.66% | 99.66% |
06.05.2024 | 1.39% | 70.90 % | 71.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'453 CHF | 72'453 CHF | 90.15% | 90.15% |
03.05.2024 | 1.35% | 72.15 % | 73.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 73'722 CHF | 74'722 CHF | 93.16% | 93.16% |
02.05.2024 | 1.43% | 69.35 % | 70.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 69'477 CHF | 70'477 CHF | 97.97% | 97.97% |