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 | 0,58% | 102,96 % | 103,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 504 CHF | 259 004 CHF | 100,00% | 100,00% |
15/05/2024 | 0,58% | 102,83 % | 103,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 625 CHF | 258 125 CHF | 100,00% | 100,00% |
14/05/2024 | 0,58% | 102,47 % | 103,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 885 CHF | 257 385 CHF | 100,00% | 100,00% |
13/05/2024 | 0,58% | 102,34 % | 102,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 849 CHF | 257 349 CHF | 100,00% | 100,00% |
10/05/2024 | 0,58% | 102,26 % | 102,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 024 CHF | 257 524 CHF | 100,00% | 100,00% |
08/05/2024 | 0,58% | 102,32 % | 102,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 696 CHF | 257 196 CHF | 100,00% | 100,00% |
07/05/2024 | 0,59% | 102,13 % | 102,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 907 CHF | 256 407 CHF | 100,00% | 100,00% |
06/05/2024 | 0,59% | 101,60 % | 102,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 108 CHF | 255 608 CHF | 100,00% | 100,00% |
03/05/2024 | 0,59% | 101,45 % | 102,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 558 CHF | 255 058 CHF | 100,00% | 100,00% |
02/05/2024 | 0,59% | 101,27 % | 101,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 507 CHF | 255 007 CHF | 100,00% | 100,00% |