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% | 102.22 % | 103.03 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'538 CHF | 62'025 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 103.11 % | 103.93 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'806 CHF | 62'298 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 102.76 % | 103.58 % | 60'000 | 60'000 | 60'000 | 54'458 | 61'677 CHF | 56'428 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 102.99 % | 103.81 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'785 CHF | 62'277 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 103.00 % | 103.82 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'767 CHF | 62'258 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 102.15 % | 102.96 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'302 CHF | 61'788 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 101.80 % | 102.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'859 CHF | 61'343 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 101.55 % | 102.36 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'873 CHF | 61'355 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 101.08 % | 101.88 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'580 CHF | 61'060 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.64 % | 101.44 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'370 CHF | 60'850 CHF | 100.00% | 100.00% |