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% | 99.53 % | 100.32 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'718 CHF | 60'192 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 99.10 % | 99.89 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'189 CHF | 59'659 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 98.04 % | 98.82 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'918 CHF | 59'386 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 98.46 % | 99.24 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'128 CHF | 59'596 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 98.86 % | 99.64 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'324 CHF | 59'792 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 98.58 % | 99.36 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'160 CHF | 59'628 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 98.43 % | 99.21 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'025 CHF | 59'493 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 98.19 % | 98.97 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'018 CHF | 59'486 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 98.48 % | 99.26 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'006 CHF | 59'474 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 97.93 % | 98.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'893 CHF | 59'361 CHF | 100.00% | 100.00% |