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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.06.2024 | 0.79% | 99.80 % | 100.59 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'840 CHF | 60'314 CHF | 100.00% | 100.00% |
12.06.2024 | 0.79% | 99.66 % | 100.45 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'775 CHF | 60'249 CHF | 100.00% | 100.00% |
11.06.2024 | 0.79% | 99.49 % | 100.28 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'641 CHF | 60'115 CHF | 95.27% | 95.27% |
10.06.2024 | 0.79% | 99.22 % | 100.01 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'586 CHF | 60'060 CHF | 100.00% | 100.00% |
07.06.2024 | 0.79% | 99.56 % | 100.35 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'734 CHF | 60'208 CHF | 100.00% | 100.00% |
05.06.2024 | 0.79% | 99.09 % | 99.88 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'515 CHF | 59'989 CHF | 100.00% | 100.00% |
04.06.2024 | 0.79% | 98.97 % | 99.75 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'371 CHF | 59'841 CHF | 100.00% | 100.00% |
03.06.2024 | 0.79% | 98.59 % | 99.37 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'182 CHF | 59'650 CHF | 100.00% | 100.00% |
31.05.2024 | 0.79% | 98.51 % | 99.29 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'920 CHF | 59'388 CHF | 99.99% | 99.99% |
30.05.2024 | 0.79% | 98.45 % | 99.23 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'749 CHF | 59'216 CHF | 100.00% | 100.00% |