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 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 227 CHF | 507 727 CHF | 99,15% | 99,15% |
15/05/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 451 CHF | 506 951 CHF | 99,38% | 99,38% |
14/05/2024 | 0,50% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 442 CHF | 505 942 CHF | 99,38% | 99,38% |
13/05/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 625 CHF | 506 125 CHF | 98,82% | 98,82% |
10/05/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 654 CHF | 506 154 CHF | 99,37% | 99,37% |
08/05/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 035 CHF | 504 535 CHF | 99,38% | 99,38% |
07/05/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 695 CHF | 503 195 CHF | 97,35% | 97,35% |
06/05/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 638 CHF | 501 138 CHF | 99,38% | 99,38% |
03/05/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 985 CHF | 499 485 CHF | 99,37% | 99,37% |
02/05/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 325 CHF | 498 825 CHF | 99,32% | 99,32% |