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% | 80,81 % | 81,45 % | 70 000 | 70 000 | 70 000 | 70 000 | 56 595 CHF | 57 043 CHF | 100,00% | 100,00% |
15/05/2024 | 0,79% | 76,54 % | 77,15 % | 70 000 | 70 000 | 70 000 | 70 000 | 53 307 CHF | 53 730 CHF | 100,00% | 100,00% |
14/05/2024 | 0,79% | 74,75 % | 75,34 % | 70 000 | 70 000 | 70 000 | 70 000 | 52 010 CHF | 52 422 CHF | 100,00% | 100,00% |
13/05/2024 | 0,79% | 76,87 % | 77,48 % | 70 000 | 70 000 | 70 000 | 70 000 | 53 304 CHF | 53 727 CHF | 100,00% | 100,00% |
10/05/2024 | 0,79% | 75,46 % | 76,06 % | 70 000 | 70 000 | 70 000 | 70 000 | 52 984 CHF | 53 404 CHF | 99,46% | 99,46% |
08/05/2024 | 0,79% | 73,88 % | 74,47 % | 70 000 | 70 000 | 70 000 | 70 000 | 51 681 CHF | 52 092 CHF | 100,00% | 100,00% |
07/05/2024 | 0,79% | 73,55 % | 74,13 % | 70 000 | 70 000 | 70 000 | 70 000 | 51 075 CHF | 51 481 CHF | 100,00% | 100,00% |
06/05/2024 | 0,79% | 72,40 % | 72,97 % | 70 000 | 70 000 | 70 000 | 70 000 | 50 546 CHF | 50 946 CHF | 100,00% | 100,00% |
03/05/2024 | 0,79% | 71,60 % | 72,17 % | 70 000 | 70 000 | 70 000 | 70 000 | 49 767 CHF | 50 163 CHF | 100,00% | 100,00% |
02/05/2024 | 0,79% | 70,08 % | 70,64 % | 70 000 | 70 000 | 69 919 | 70 000 | 50 482 CHF | 50 943 CHF | 100,00% | 100,00% |