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% | 100.32 % | 101.12 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'149 CHF | 60'627 CHF | 100.00% | 100.00% |
16.05.2024 | 0.79% | 100.00 % | 100.79 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'048 CHF | 60'522 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 99.89 % | 100.68 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'886 CHF | 60'360 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 99.97 % | 100.76 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'949 CHF | 60'423 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 99.55 % | 100.34 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'752 CHF | 60'226 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 99.26 % | 100.05 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'580 CHF | 60'054 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 99.20 % | 99.99 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'563 CHF | 60'037 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 99.07 % | 99.86 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'379 CHF | 59'849 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 98.97 % | 99.75 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'451 CHF | 59'925 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 98.84 % | 99.62 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'355 CHF | 59'824 CHF | 100.00% | 100.00% |