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 | 0,50% | 100,12 % | 100,62 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 517 CHF | 503 017 CHF | 100,00% | 100,00% |
15/05/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 433 CHF | 502 933 CHF | 100,00% | 100,00% |
14/05/2024 | 0,50% | 100,07 % | 100,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 276 CHF | 502 776 CHF | 100,00% | 100,00% |
13/05/2024 | 0,50% | 100,07 % | 100,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 207 CHF | 502 707 CHF | 100,00% | 100,00% |
10/05/2024 | 0,50% | 100,07 % | 100,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 388 CHF | 502 888 CHF | 100,00% | 100,00% |
08/05/2024 | 0,50% | 100,08 % | 100,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 371 CHF | 502 871 CHF | 100,00% | 100,00% |
07/05/2024 | 0,49% | 101,62 % | 102,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 234 CHF | 510 734 CHF | 100,00% | 100,00% |
06/05/2024 | 0,49% | 101,68 % | 102,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 894 CHF | 510 394 CHF | 100,00% | 100,00% |
03/05/2024 | 0,49% | 101,52 % | 102,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 489 CHF | 509 989 CHF | 100,00% | 100,00% |
02/05/2024 | 0,49% | 101,46 % | 101,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 407 CHF | 509 907 CHF | 100,00% | 100,00% |