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% | 101.20 % | 102.00 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'684 CHF | 61'164 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 100.89 % | 101.69 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'476 CHF | 60'956 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 100.60 % | 101.40 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'329 CHF | 60'809 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 100.34 % | 101.14 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'187 CHF | 60'667 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.25 % | 101.05 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'233 CHF | 60'713 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 100.36 % | 101.16 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'164 CHF | 60'643 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 99.93 % | 100.72 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'904 CHF | 60'378 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 99.60 % | 100.39 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'756 CHF | 60'230 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 99.60 % | 100.39 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'748 CHF | 60'222 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 99.86 % | 100.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'063 CHF | 60'538 CHF | 100.00% | 100.00% |