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% | 100.51 % | 101.31 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'303 CHF | 60'783 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 100.46 % | 101.26 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'249 CHF | 60'729 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 100.37 % | 101.17 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'212 CHF | 60'692 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 100.40 % | 101.20 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'243 CHF | 60'723 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.41 % | 101.21 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'244 CHF | 60'724 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 100.35 % | 101.15 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'197 CHF | 60'677 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 100.32 % | 101.12 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'175 CHF | 60'655 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 100.22 % | 101.01 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'165 CHF | 60'640 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.17 % | 100.96 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'085 CHF | 60'559 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.12 % | 100.91 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'078 CHF | 60'552 CHF | 100.00% | 100.00% |