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 | 3.27% | 29.86 % | 30.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 29'995 CHF | 30'993 CHF | 99.75% | 99.75% |
15.05.2024 | 3.37% | 29.70 % | 30.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 29'059 CHF | 30'055 CHF | 99.56% | 99.56% |
14.05.2024 | 3.45% | 28.52 % | 29.52 % | 100'000 | 100'000 | 100'000 | 100'000 | 28'517 CHF | 29'517 CHF | 99.56% | 99.56% |
13.05.2024 | 3.43% | 29.90 % | 30.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 28'661 CHF | 29'660 CHF | 96.73% | 96.73% |
10.05.2024 | 3.62% | 26.98 % | 27.98 % | 100'000 | 100'000 | 100'000 | 100'000 | 27'151 CHF | 28'151 CHF | 99.88% | 99.88% |
08.05.2024 | 3.70% | 26.74 % | 27.74 % | 100'000 | 100'000 | 100'000 | 100'000 | 26'497 CHF | 27'497 CHF | 99.60% | 99.60% |
07.05.2024 | 3.64% | 27.08 % | 28.08 % | 100'000 | 100'000 | 100'000 | 100'000 | 26'968 CHF | 27'968 CHF | 99.66% | 99.66% |
06.05.2024 | 3.94% | 25.28 % | 26.28 % | 100'000 | 100'000 | 100'000 | 100'000 | 24'914 CHF | 25'914 CHF | 90.15% | 90.15% |
03.05.2024 | 3.81% | 26.24 % | 27.24 % | 100'000 | 100'000 | 100'000 | 100'000 | 25'742 CHF | 26'742 CHF | 96.88% | 96.88% |
02.05.2024 | 3.80% | 26.52 % | 27.52 % | 100'000 | 100'000 | 100'000 | 100'000 | 25'845 CHF | 26'845 CHF | 97.66% | 97.66% |