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 | 1.49% | 29.44 % | 29.88 % | 100'000 | 100'000 | 100'000 | 100'000 | 28'290 CHF | 28'716 CHF | 60.21% | 60.21% |
10.05.2024 | 1.51% | 27.14 % | 27.56 % | 100'000 | 100'000 | 100'000 | 100'000 | 27'208 CHF | 27'622 CHF | 85.05% | 85.05% |
08.05.2024 | 1.50% | 27.00 % | 27.42 % | 100'000 | 100'000 | 100'000 | 100'000 | 26'839 CHF | 27'244 CHF | 82.37% | 82.37% |
07.05.2024 | 1.85% | 27.34 % | 27.74 % | 100'000 | 100'000 | 64'130 | 64'130 | 17'509 CHF | 17'822 CHF | 44.30% | 44.30% |
06.05.2024 | 1.49% | 25.32 % | 25.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 25'147 CHF | 25'526 CHF | 75.23% | 75.23% |
03.05.2024 | 1.49% | 26.08 % | 26.48 % | 100'000 | 100'000 | 100'000 | 100'000 | 25'986 CHF | 26'376 CHF | 64.58% | 64.58% |
02.05.2024 | 1.50% | 26.58 % | 26.98 % | 100'000 | 100'000 | 100'000 | 100'000 | 25'861 CHF | 26'251 CHF | 43.01% | 43.01% |
30.04.2024 | 1.49% | 23.72 % | 24.08 % | 100'000 | 100'000 | 100'000 | 100'000 | 23'645 CHF | 24'000 CHF | 84.42% | 84.42% |
29.04.2024 | 1.48% | 24.66 % | 25.04 % | 100'000 | 100'000 | 100'000 | 100'000 | 24'516 CHF | 24'882 CHF | 41.36% | 41.36% |
26.04.2024 | 1.76% | 24.94 % | 25.28 % | 100'000 | 100'000 | 54'349 | 54'349 | 13'701 CHF | 13'939 CHF | 44.13% | 44.13% |