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% | 98.99 % | 99.78 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'394 CHF | 59'868 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 98.98 % | 99.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'388 CHF | 59'862 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 98.98 % | 99.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'388 CHF | 59'862 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 101.02 % | 101.82 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'612 CHF | 61'092 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 101.02 % | 101.82 % | 60'000 | 60'000 | 48'709 | 60'000 | 49'206 CHF | 61'092 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 101.04 % | 101.84 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'612 CHF | 61'092 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 100.98 % | 101.78 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'591 CHF | 61'071 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 100.89 % | 101.69 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'538 CHF | 61'018 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.74 % | 101.54 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'473 CHF | 60'953 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.87 % | 101.67 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'485 CHF | 60'965 CHF | 100.00% | 100.00% |