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% | 100.99 % | 101.79 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'592 CHF | 61'072 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 100.83 % | 101.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'448 CHF | 60'928 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 100.64 % | 101.44 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'367 CHF | 60'847 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 100.41 % | 101.21 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'264 CHF | 60'744 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.45 % | 101.25 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'255 CHF | 60'735 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 100.19 % | 100.98 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'133 CHF | 60'608 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 100.27 % | 101.07 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'114 CHF | 60'589 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 99.93 % | 100.72 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'927 CHF | 60'401 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 99.82 % | 100.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'873 CHF | 60'347 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 99.74 % | 100.53 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'828 CHF | 60'302 CHF | 100.00% | 100.00% |