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 | 0,88% | 90,65 % | 91,45 % | 247 000 | 250 000 | 247 846 | 250 000 | 225 211 CHF | 229 166 CHF | 100,00% | 100,00% |
15/05/2024 | 0,91% | 88,01 % | 88,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 975 CHF | 220 975 CHF | 100,00% | 100,00% |
14/05/2024 | 0,93% | 86,26 % | 87,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 844 CHF | 216 844 CHF | 100,00% | 100,00% |
13/05/2024 | 0,91% | 87,81 % | 88,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 309 CHF | 220 309 CHF | 100,00% | 100,00% |
10/05/2024 | 0,91% | 87,03 % | 87,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 024 CHF | 220 024 CHF | 100,00% | 100,00% |
08/05/2024 | 0,93% | 85,51 % | 86,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 735 CHF | 215 735 CHF | 100,00% | 100,00% |
07/05/2024 | 0,94% | 85,11 % | 85,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 707 CHF | 212 707 CHF | 100,00% | 100,00% |
06/05/2024 | 0,95% | 83,71 % | 84,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 706 CHF | 210 706 CHF | 100,00% | 100,00% |
03/05/2024 | 0,97% | 82,48 % | 83,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 164 CHF | 206 164 CHF | 98,72% | 98,72% |
02/05/2024 | 0,96% | 80,33 % | 81,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 903 CHF | 208 903 CHF | 100,00% | 100,00% |