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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.79% | 99.14 % | 99.93 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'492 CHF | 59'966 CHF | 100.00% | 100.00% |
16.05.2024 | 0.79% | 99.16 % | 99.95 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'480 CHF | 59'954 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 99.12 % | 99.91 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'448 CHF | 59'922 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 99.00 % | 99.79 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'381 CHF | 59'850 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 98.85 % | 99.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'368 CHF | 59'839 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 98.86 % | 99.64 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'302 CHF | 59'770 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 98.61 % | 99.39 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'134 CHF | 59'602 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 98.16 % | 98.94 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'826 CHF | 59'294 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 97.91 % | 98.69 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'730 CHF | 59'198 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 97.59 % | 98.36 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'628 CHF | 59'090 CHF | 96.31% | 96.31% |