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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 2.31% | 42.85 % | 43.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 42'776 CHF | 43'776 CHF | 99.60% | 99.60% |
07.05.2024 | 2.25% | 44.15 % | 45.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 43'879 CHF | 44'879 CHF | 99.66% | 99.66% |
06.05.2024 | 2.29% | 43.20 % | 44.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 43'152 CHF | 44'152 CHF | 88.96% | 88.96% |
03.05.2024 | 2.29% | 42.90 % | 43.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 43'175 CHF | 44'175 CHF | 93.17% | 93.17% |
02.05.2024 | 2.46% | 40.20 % | 41.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 40'156 CHF | 41'156 CHF | 12.19% | 12.19% |
30.04.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
29.04.2024 | 2.50% | 39.80 % | 40.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 39'564 CHF | 40'564 CHF | 51.82% | 51.82% |
26.04.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
25.04.2024 | 2.63% | 37.10 % | 38.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 37'495 CHF | 38'495 CHF | 44.48% | 44.48% |
24.04.2024 | 2.65% | 37.00 % | 38.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 37'235 CHF | 38'235 CHF | 90.68% | 90.68% |