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% | 101.36 % | 102.16 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'822 CHF | 61'302 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 101.44 % | 102.24 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'833 CHF | 61'313 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 101.26 % | 102.06 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'742 CHF | 61'222 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 101.22 % | 102.02 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'707 CHF | 61'187 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 101.06 % | 101.86 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'662 CHF | 61'142 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 100.04 % | 100.83 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'831 CHF | 60'305 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 99.44 % | 100.23 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'889 CHF | 60'363 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 99.29 % | 100.08 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'429 CHF | 59'902 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 98.98 % | 99.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'469 CHF | 59'941 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 98.81 % | 99.59 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'295 CHF | 59'765 CHF | 100.00% | 100.00% |