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% | 101.48 % | 102.28 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'948 CHF | 61'434 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 101.58 % | 102.39 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'913 CHF | 61'396 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 101.36 % | 102.16 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'756 CHF | 61'236 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 101.37 % | 102.17 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'804 CHF | 61'284 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 101.18 % | 101.98 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'727 CHF | 61'207 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 101.00 % | 101.80 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'616 CHF | 61'096 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 100.84 % | 101.64 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'405 CHF | 60'885 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 99.96 % | 100.75 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'002 CHF | 60'476 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 99.69 % | 100.48 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'731 CHF | 60'205 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 99.09 % | 99.88 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'447 CHF | 59'920 CHF | 100.00% | 100.00% |