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% | 100.47 % | 101.27 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'315 CHF | 60'795 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 99.94 % | 100.73 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'984 CHF | 60'458 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 99.71 % | 100.50 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'832 CHF | 60'306 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 100.08 % | 100.87 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'136 CHF | 60'614 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.28 % | 101.08 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'204 CHF | 60'683 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 100.01 % | 100.80 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'910 CHF | 60'384 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 99.35 % | 100.14 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'579 CHF | 60'053 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 99.00 % | 99.79 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'301 CHF | 59'769 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 98.56 % | 99.34 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'203 CHF | 59'671 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 98.69 % | 99.47 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'175 CHF | 59'643 CHF | 100.00% | 100.00% |