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 | 0.79% | 81.44 % | 82.09 % | 60'000 | 60'000 | 54'590 | 60'000 | 44'758 CHF | 49'575 CHF | 100.00% | 100.00% |
15.05.2024 | 3.00% | 80.57 % | 83.02 % | 60'000 | 60'000 | 60'000 | 60'000 | 48'925 CHF | 50'415 CHF | 87.89% | 87.89% |
14.05.2024 | 3.00% | 80.99 % | 83.46 % | 60'000 | 60'000 | 60'000 | 60'000 | 48'009 CHF | 49'472 CHF | 98.38% | 99.75% |
13.05.2024 | 0.81% | 74.04 % | 74.34 % | 60'000 | 35'000 | 60'000 | 51'052 | 44'244 CHF | 37'952 CHF | 17.37% | 91.47% |
10.05.2024 | 0.81% | 73.74 % | 74.34 % | 60'000 | 60'000 | 60'000 | 60'000 | 44'320 CHF | 44'680 CHF | 99.67% | 99.67% |
08.05.2024 | 0.80% | 74.40 % | 75.00 % | 60'000 | 60'000 | 60'000 | 60'000 | 44'722 CHF | 45'082 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 75.13 % | 75.73 % | 60'000 | 60'000 | 54'236 | 60'000 | 41'523 CHF | 46'314 CHF | 91.43% | 91.43% |
06.05.2024 | 0.79% | 78.22 % | 78.84 % | 60'000 | 60'000 | 60'000 | 59'552 | 46'512 CHF | 46'533 CHF | 95.76% | 95.76% |
03.05.2024 | 0.79% | 77.07 % | 77.68 % | 60'000 | 60'000 | 60'000 | 60'000 | 46'334 CHF | 46'701 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 78.52 % | 79.14 % | 60'000 | 60'000 | 56'759 | 60'000 | 44'689 CHF | 47'617 CHF | 100.00% | 100.00% |