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% | 100.66 % | 101.46 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'362 CHF | 60'842 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 100.57 % | 101.37 % | 60'000 | 60'000 | 60'000 | 37'509 | 60'224 CHF | 37'957 CHF | 99.28% | 100.00% |
14.05.2024 | 0.79% | 100.30 % | 101.10 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'251 CHF | 60'731 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 100.45 % | 101.25 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'284 CHF | 60'764 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.49 % | 101.29 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'137 CHF | 60'612 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 100.13 % | 100.92 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'087 CHF | 60'561 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 100.06 % | 100.85 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'894 CHF | 60'368 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 99.60 % | 100.39 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'634 CHF | 60'108 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 99.27 % | 100.06 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'469 CHF | 59'943 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 99.02 % | 99.81 % | 60'000 | 60'000 | 60'000 | 59'654 | 59'465 CHF | 59'593 CHF | 100.00% | 100.00% |