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% | 102.69 % | 103.50 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'597 CHF | 62'083 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 102.60 % | 103.41 % | 60'000 | 60'000 | 50'326 | 60'000 | 51'657 CHF | 62'115 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 102.98 % | 103.80 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'788 CHF | 62'280 CHF | 99.82% | 100.00% |
13.05.2024 | 0.79% | 102.74 % | 103.55 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'697 CHF | 62'189 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 102.62 % | 103.43 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'569 CHF | 62'055 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 102.26 % | 103.07 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'308 CHF | 61'794 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 102.43 % | 103.24 % | 60'000 | 60'000 | 58'370 | 60'000 | 59'749 CHF | 61'903 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 102.08 % | 102.89 % | 60'000 | 60'000 | 58'419 | 60'000 | 59'589 CHF | 61'688 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 102.01 % | 102.82 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'216 CHF | 61'702 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 101.56 % | 102.37 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'967 CHF | 61'452 CHF | 100.00% | 100.00% |