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 | 0,99% | 100,50 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 815 CHF | 507 815 CHF | 99,61% | 99,61% |
15/05/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 613 CHF | 508 613 CHF | 98,28% | 98,28% |
14/05/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 639 CHF | 505 639 CHF | 98,97% | 98,97% |
13/05/2024 | 1,00% | 99,10 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 800 CHF | 500 800 CHF | 99,66% | 99,66% |
10/05/2024 | 1,00% | 99,10 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 891 CHF | 500 891 CHF | 99,84% | 99,84% |
08/05/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 578 CHF | 504 578 CHF | 97,31% | 97,31% |
07/05/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 188 CHF | 507 188 CHF | 99,78% | 99,78% |
06/05/2024 | 0,99% | 101,00 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 549 CHF | 509 549 CHF | 100,00% | 100,00% |
03/05/2024 | 0,94% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 554 CHF | 504 294 CHF | 99,96% | 99,96% |
02/05/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 103 CHF | 502 103 CHF | 98,11% | 98,11% |