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 | 0,77% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 724 CHF | 518 724 CHF | 100,00% | 100,00% |
15/05/2024 | 0,78% | 102,76 % | 103,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 857 CHF | 516 857 CHF | 100,00% | 100,00% |
14/05/2024 | 0,78% | 102,38 % | 103,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 302 CHF | 515 302 CHF | 100,00% | 100,00% |
13/05/2024 | 0,78% | 102,25 % | 103,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 223 CHF | 515 223 CHF | 100,00% | 100,00% |
10/05/2024 | 0,78% | 102,15 % | 102,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 503 CHF | 514 503 CHF | 100,00% | 100,00% |
08/05/2024 | 0,78% | 101,69 % | 102,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 230 CHF | 512 230 CHF | 100,00% | 100,00% |
07/05/2024 | 0,79% | 101,49 % | 102,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 586 CHF | 510 586 CHF | 100,00% | 100,00% |
06/05/2024 | 0,79% | 100,95 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 956 CHF | 508 956 CHF | 100,00% | 100,00% |
03/05/2024 | 0,79% | 100,79 % | 101,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 865 CHF | 507 865 CHF | 100,00% | 100,00% |
02/05/2024 | 0,79% | 100,62 % | 101,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 770 CHF | 507 770 CHF | 100,00% | 100,00% |