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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.79% | 102.27 % | 103.08 % | 60'000 | 60'000 | 60'000 | 55'264 | 61'348 CHF | 56'952 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 101.92 % | 102.73 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'134 CHF | 61'620 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 101.91 % | 102.72 % | 60'000 | 60'000 | 60'000 | 44'096 | 61'176 CHF | 45'315 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 101.69 % | 102.50 % | 60'000 | 60'000 | 60'000 | 59'919 | 61'011 CHF | 61'414 CHF | 100.00% | 100.00% |
30.04.2024 | 0.79% | 101.38 % | 102.18 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'897 CHF | 61'381 CHF | 100.00% | 100.00% |
29.04.2024 | 0.79% | 101.06 % | 101.86 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'614 CHF | 61'094 CHF | 100.00% | 100.00% |
26.04.2024 | 0.79% | 100.99 % | 101.79 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'534 CHF | 61'014 CHF | 100.00% | 100.00% |
25.04.2024 | 0.79% | 100.68 % | 101.48 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'411 CHF | 60'891 CHF | 100.00% | 100.00% |
24.04.2024 | 0.79% | 100.67 % | 101.47 % | 60'000 | 60'000 | 60'000 | 57'209 | 60'553 CHF | 58'192 CHF | 100.00% | 100.00% |
23.04.2024 | 0.79% | 100.80 % | 101.60 % | 60'000 | 60'000 | 60'000 | 52'808 | 60'398 CHF | 53'586 CHF | 100.00% | 100.00% |