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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.79% | 100.78 % | 101.58 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'321 CHF | 60'801 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.49 % | 101.29 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'218 CHF | 60'697 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 99.85 % | 100.64 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'852 CHF | 60'326 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 99.05 % | 99.84 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'415 CHF | 59'888 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 98.93 % | 99.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'248 CHF | 59'716 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 98.45 % | 99.23 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'893 CHF | 59'361 CHF | 96.32% | 96.32% |
02.05.2024 | 0.79% | 99.29 % | 100.08 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'573 CHF | 60'047 CHF | 100.00% | 100.00% |
30.04.2024 | 0.79% | 99.37 % | 100.16 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'632 CHF | 60'106 CHF | 100.00% | 100.00% |
29.04.2024 | 0.79% | 99.39 % | 100.18 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'625 CHF | 60'099 CHF | 100.00% | 100.00% |
26.04.2024 | 0.79% | 99.02 % | 99.81 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'317 CHF | 59'786 CHF | 100.00% | 100.00% |