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% | 85.02 % | 85.69 % | 60'000 | 60'000 | 60'000 | 60'000 | 51'275 CHF | 51'683 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 84.83 % | 85.50 % | 60'000 | 60'000 | 60'000 | 60'000 | 51'393 CHF | 51'800 CHF | 91.11% | 91.11% |
14.05.2024 | 0.79% | 85.18 % | 85.86 % | 60'000 | 60'000 | 60'000 | 54'560 | 50'678 CHF | 46'457 CHF | 99.59% | 99.59% |
13.05.2024 | 0.79% | 86.04 % | 86.72 % | 60'000 | 60'000 | 60'000 | 60'000 | 50'450 CHF | 50'851 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 79.57 % | 80.20 % | 60'000 | 60'000 | 60'000 | 60'000 | 47'742 CHF | 48'120 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 79.09 % | 79.72 % | 60'000 | 60'000 | 60'000 | 60'000 | 47'531 CHF | 47'909 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 79.98 % | 80.61 % | 48'000 | 60'000 | 59'979 | 60'000 | 48'374 CHF | 48'774 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 82.32 % | 82.97 % | 60'000 | 60'000 | 60'000 | 59'774 | 48'965 CHF | 49'167 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 80.69 % | 81.33 % | 60'000 | 60'000 | 60'000 | 56'431 | 48'493 CHF | 45'974 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 81.98 % | 82.63 % | 60'000 | 60'000 | 60'000 | 58'931 | 49'290 CHF | 48'796 CHF | 100.00% | 100.00% |