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% | 101.63 % | 102.44 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'009 CHF | 61'495 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 101.81 % | 102.62 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'027 CHF | 61'513 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 101.67 % | 102.48 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'935 CHF | 61'418 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 101.28 % | 102.08 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'806 CHF | 61'286 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 101.28 % | 102.08 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'752 CHF | 61'232 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 101.14 % | 101.94 % | 60'000 | 60'000 | 60'000 | 59'175 | 60'685 CHF | 60'325 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 100.92 % | 101.72 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'473 CHF | 60'953 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 100.60 % | 101.40 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'336 CHF | 60'816 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.40 % | 101.20 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'145 CHF | 60'621 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 99.85 % | 100.64 % | 60'000 | 60'000 | 60'000 | 59'504 | 59'723 CHF | 59'701 CHF | 99.56% | 100.00% |