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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.79% | 106.84 % | 107.69 % | 60'000 | 60'000 | 60'000 | 60'000 | 64'109 CHF | 64'619 CHF | 100.00% | 100.00% |
28.05.2024 | 0.79% | 106.84 % | 107.69 % | 60'000 | 60'000 | 60'000 | 60'000 | 64'104 CHF | 64'614 CHF | 100.00% | 100.00% |
27.05.2024 | 0.79% | 106.83 % | 107.68 % | 60'000 | 60'000 | 60'000 | 60'000 | 64'098 CHF | 64'608 CHF | 100.00% | 100.00% |
24.05.2024 | 0.79% | 106.82 % | 107.67 % | 60'000 | 60'000 | 60'000 | 60'000 | 63'505 CHF | 64'009 CHF | 99.31% | 100.00% |
23.05.2024 | 0.79% | 105.82 % | 106.66 % | 60'000 | 60'000 | 60'000 | 59'996 | 63'491 CHF | 63'992 CHF | 99.45% | 100.00% |
22.05.2024 | 0.79% | 105.81 % | 106.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 63'495 CHF | 63'999 CHF | 100.00% | 100.00% |
21.05.2024 | 0.79% | 105.81 % | 106.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 63'491 CHF | 63'995 CHF | 100.00% | 100.00% |
17.05.2024 | 0.79% | 105.75 % | 106.59 % | 60'000 | 60'000 | 60'000 | 60'000 | 63'449 CHF | 63'953 CHF | 100.00% | 100.00% |
16.05.2024 | 0.79% | 105.57 % | 106.41 % | 60'000 | 60'000 | 60'000 | 60'000 | 63'321 CHF | 63'825 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 105.63 % | 106.47 % | 60'000 | 60'000 | 60'000 | 60'000 | 63'361 CHF | 63'865 CHF | 100.00% | 100.00% |