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 | 1,74% | 113,74 % | 115,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 284 334 CHF | 289 334 CHF | 100,00% | 100,00% |
15/05/2024 | 1,75% | 113,37 % | 115,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 282 714 CHF | 287 714 CHF | 100,00% | 100,00% |
14/05/2024 | 1,76% | 112,79 % | 114,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 512 CHF | 286 512 CHF | 100,00% | 100,00% |
13/05/2024 | 1,76% | 112,61 % | 114,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 550 CHF | 286 550 CHF | 100,00% | 100,00% |
10/05/2024 | 1,76% | 112,52 % | 114,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 280 961 CHF | 285 961 CHF | 100,00% | 100,00% |
08/05/2024 | 1,78% | 111,64 % | 113,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 278 965 CHF | 283 965 CHF | 100,00% | 100,00% |
07/05/2024 | 1,79% | 111,27 % | 113,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 277 478 CHF | 282 478 CHF | 100,00% | 100,00% |
06/05/2024 | 1,80% | 110,29 % | 112,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 275 945 CHF | 280 945 CHF | 100,00% | 100,00% |
03/05/2024 | 1,80% | 110,02 % | 112,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 274 927 CHF | 279 927 CHF | 99,92% | 99,92% |
02/05/2024 | 1,80% | 109,66 % | 111,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 274 701 CHF | 279 701 CHF | 100,00% | 100,00% |