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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.79% | 100.63 % | 101.43 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'477 CHF | 60'957 CHF | 100.00% | 100.00% |
28.05.2024 | 0.79% | 101.35 % | 102.15 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'018 CHF | 61'503 CHF | 100.00% | 100.00% |
27.05.2024 | 0.79% | 101.74 % | 102.55 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'044 CHF | 61'530 CHF | 100.00% | 100.00% |
24.05.2024 | 0.79% | 101.77 % | 102.58 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'100 CHF | 61'586 CHF | 100.00% | 100.00% |
23.05.2024 | 0.79% | 101.97 % | 102.78 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'285 CHF | 61'771 CHF | 100.00% | 100.00% |
22.05.2024 | 0.79% | 102.02 % | 102.83 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'126 CHF | 61'612 CHF | 100.00% | 100.00% |
21.05.2024 | 0.79% | 101.79 % | 102.60 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'048 CHF | 61'534 CHF | 100.00% | 100.00% |
17.05.2024 | 0.79% | 101.81 % | 102.62 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'159 CHF | 61'645 CHF | 100.00% | 100.00% |
16.05.2024 | 0.79% | 101.96 % | 102.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'031 CHF | 61'517 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 101.61 % | 102.42 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'893 CHF | 61'374 CHF | 100.00% | 100.00% |