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% | 101.70 % | 102.51 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'968 CHF | 61'454 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 101.68 % | 102.49 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'965 CHF | 61'450 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 101.58 % | 102.39 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'935 CHF | 61'421 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 101.43 % | 102.23 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'925 CHF | 61'407 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 101.48 % | 102.28 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'889 CHF | 61'372 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 101.24 % | 102.04 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'707 CHF | 61'187 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 101.26 % | 102.06 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'716 CHF | 61'196 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 100.91 % | 101.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'521 CHF | 61'001 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.75 % | 101.55 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'433 CHF | 60'913 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.65 % | 101.45 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'479 CHF | 60'959 CHF | 100.00% | 100.00% |