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 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 000 CHF | 508 000 CHF | 99,63% | 99,63% |
15/05/2024 | 0,99% | 100,60 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 000 CHF | 508 000 CHF | 98,28% | 98,28% |
14/05/2024 | 0,99% | 100,60 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 808 CHF | 507 808 CHF | 98,93% | 98,93% |
13/05/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 000 CHF | 508 000 CHF | 99,66% | 99,66% |
10/05/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 500 CHF | 507 500 CHF | 99,84% | 99,84% |
08/05/2024 | 0,99% | 100,60 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 000 CHF | 508 000 CHF | 97,42% | 97,42% |
07/05/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 344 CHF | 508 344 CHF | 99,68% | 99,68% |
06/05/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 528 CHF | 506 528 CHF | 100,00% | 100,00% |
03/05/2024 | 0,84% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 119 CHF | 506 378 CHF | 100,00% | 100,00% |
02/05/2024 | 0,99% | 100,30 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 815 CHF | 506 815 CHF | 98,11% | 98,11% |