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% | 100.35 % | 101.15 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'223 CHF | 60'703 CHF | 100.00% | 100.00% |
12.06.2024 | 0.79% | 100.36 % | 101.16 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'210 CHF | 60'690 CHF | 100.00% | 100.00% |
11.06.2024 | 0.79% | 100.28 % | 101.08 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'167 CHF | 60'647 CHF | 95.28% | 95.28% |
10.06.2024 | 0.79% | 100.23 % | 101.02 % | 60'000 | 60'000 | 60'000 | 83'001 | 60'161 CHF | 83'887 CHF | 99.77% | 100.00% |
07.06.2024 | 0.79% | 100.30 % | 101.10 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'171 CHF | 60'651 CHF | 100.00% | 100.00% |
05.06.2024 | 0.79% | 100.26 % | 101.06 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'157 CHF | 60'637 CHF | 100.00% | 100.00% |
04.06.2024 | 0.79% | 100.26 % | 101.06 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'147 CHF | 60'627 CHF | 100.00% | 100.00% |
03.06.2024 | 0.79% | 100.23 % | 101.03 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'138 CHF | 60'612 CHF | 100.00% | 100.00% |
31.05.2024 | 0.79% | 100.24 % | 101.04 % | 60'000 | 60'000 | 60'000 | 58'288 | 60'141 CHF | 58'889 CHF | 99.96% | 99.96% |
30.05.2024 | 0.79% | 100.11 % | 100.90 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'075 CHF | 60'549 CHF | 100.00% | 100.00% |