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 | 1,27% | 38,71 % | 39,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 98 143 CHF | 99 393 CHF | 100,00% | 100,00% |
15/05/2024 | 1,28% | 39,03 % | 39,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 97 224 CHF | 98 474 CHF | 100,00% | 100,00% |
14/05/2024 | 1,34% | 37,80 % | 38,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 92 786 CHF | 94 036 CHF | 100,00% | 100,00% |
13/05/2024 | 1,40% | 35,75 % | 36,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 88 791 CHF | 90 041 CHF | 100,00% | 100,00% |
10/05/2024 | 1,38% | 35,82 % | 36,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 90 210 CHF | 91 460 CHF | 100,00% | 100,00% |
08/05/2024 | 1,43% | 34,72 % | 35,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 86 722 CHF | 87 972 CHF | 100,00% | 100,00% |
07/05/2024 | 1,41% | 35,31 % | 35,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 87 917 CHF | 89 167 CHF | 100,00% | 100,00% |
06/05/2024 | 1,43% | 34,70 % | 35,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 86 593 CHF | 87 843 CHF | 100,00% | 100,00% |
03/05/2024 | 1,43% | 34,49 % | 34,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 86 624 CHF | 87 874 CHF | 99,41% | 99,41% |
02/05/2024 | 1,49% | 32,95 % | 33,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 83 082 CHF | 84 332 CHF | 100,00% | 100,00% |