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 | 0,95% | 105,00 % | 106,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 105 000 CHF | 106 000 CHF | 99,87% | 99,87% |
15/05/2024 | 0,95% | 105,00 % | 106,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 933 CHF | 105 933 CHF | 99,81% | 99,81% |
14/05/2024 | 0,95% | 104,90 % | 105,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 893 CHF | 105 893 CHF | 67,69% | 67,69% |
13/05/2024 | 0,95% | 104,90 % | 105,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 897 CHF | 105 897 CHF | 95,71% | 95,71% |
10/05/2024 | 0,95% | 104,80 % | 105,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 900 CHF | 105 900 CHF | 9,12% | 9,12% |
08/05/2024 | 0,95% | 104,70 % | 105,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 700 CHF | 105 700 CHF | 96,33% | 96,33% |
07/05/2024 | 0,95% | 104,60 % | 105,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 591 CHF | 105 591 CHF | 57,07% | 57,07% |
06/05/2024 | 0,95% | 104,30 % | 105,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 377 CHF | 105 377 CHF | 29,78% | 29,78% |
03/05/2024 | 0,96% | 104,10 % | 105,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 103 CHF | 105 103 CHF | 55,65% | 55,65% |
02/05/2024 | 0,96% | 103,80 % | 104,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 974 CHF | 104 974 CHF | 48,51% | 48,51% |