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% | 102.33 % | 103.14 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'417 CHF | 61'903 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 102.34 % | 103.15 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'360 CHF | 61'846 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 102.29 % | 103.10 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'383 CHF | 61'869 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 102.33 % | 103.14 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'364 CHF | 61'850 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 102.25 % | 103.06 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'305 CHF | 61'791 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 101.95 % | 102.76 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'138 CHF | 61'624 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 101.79 % | 102.60 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'041 CHF | 61'527 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 101.70 % | 102.51 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'005 CHF | 61'491 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 101.57 % | 102.38 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'929 CHF | 61'415 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 101.49 % | 102.30 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'863 CHF | 61'344 CHF | 100.00% | 100.00% |