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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.79% | 101.41 % | 102.21 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'816 CHF | 61'297 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 101.08 % | 101.88 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'537 CHF | 61'017 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 100.57 % | 101.37 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'415 CHF | 60'895 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.77 % | 101.57 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'397 CHF | 60'877 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 100.38 % | 101.18 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'299 CHF | 60'779 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 100.36 % | 101.16 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'181 CHF | 60'660 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 100.10 % | 100.89 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'066 CHF | 60'540 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.27 % | 101.07 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'042 CHF | 60'516 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 99.88 % | 100.67 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'045 CHF | 60'519 CHF | 100.00% | 100.00% |
30.04.2024 | 0.79% | 99.92 % | 100.71 % | 60'000 | 60'000 | 60'000 | 59'881 | 59'963 CHF | 60'317 CHF | 100.00% | 100.00% |