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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.79% | 79.18 % | 79.81 % | 70'000 | 70'000 | 70'000 | 70'000 | 55'785 CHF | 56'228 CHF | 100.00% | 100.00% |
22.05.2024 | 0.79% | 78.36 % | 78.98 % | 70'000 | 70'000 | 70'000 | 70'000 | 55'459 CHF | 55'899 CHF | 100.00% | 100.00% |
21.05.2024 | 0.79% | 80.77 % | 81.41 % | 70'000 | 70'000 | 70'000 | 70'000 | 56'778 CHF | 57'227 CHF | 100.00% | 100.00% |
17.05.2024 | 0.79% | 81.68 % | 82.33 % | 70'000 | 70'000 | 70'000 | 70'000 | 57'055 CHF | 57'509 CHF | 100.00% | 100.00% |
16.05.2024 | 0.79% | 80.81 % | 81.45 % | 70'000 | 70'000 | 70'000 | 70'000 | 56'595 CHF | 57'043 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 76.54 % | 77.15 % | 70'000 | 70'000 | 70'000 | 70'000 | 53'307 CHF | 53'730 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 74.75 % | 75.34 % | 70'000 | 70'000 | 70'000 | 70'000 | 52'010 CHF | 52'422 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 76.87 % | 77.48 % | 70'000 | 70'000 | 70'000 | 70'000 | 53'304 CHF | 53'727 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 75.46 % | 76.06 % | 70'000 | 70'000 | 70'000 | 70'000 | 52'984 CHF | 53'404 CHF | 99.46% | 99.46% |
08.05.2024 | 0.79% | 73.88 % | 74.47 % | 70'000 | 70'000 | 70'000 | 70'000 | 51'681 CHF | 52'092 CHF | 100.00% | 100.00% |