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 | 0,80% | 100,56 % | 101,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 836 CHF | 252 853 CHF | 100,00% | 100,00% |
15/05/2024 | 0,81% | 99,17 % | 99,97 % | 250 000 | 250 000 | 238 809 | 250 000 | 235 547 CHF | 248 574 CHF | 87,42% | 87,42% |
14/05/2024 | 0,80% | 99,45 % | 100,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 402 CHF | 250 402 CHF | 100,00% | 100,00% |
13/05/2024 | 0,82% | 97,70 % | 98,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 328 CHF | 246 328 CHF | 97,12% | 97,12% |
10/05/2024 | 0,82% | 96,67 % | 97,47 % | 250 000 | 250 000 | 250 000 | 247 239 | 243 188 CHF | 242 484 CHF | 100,00% | 100,00% |
08/05/2024 | 0,83% | 96,08 % | 96,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 919 CHF | 241 919 CHF | 100,00% | 100,00% |
07/05/2024 | 0,84% | 95,13 % | 95,93 % | 250 000 | 220 000 | 250 000 | 228 043 | 237 111 CHF | 218 127 CHF | 100,00% | 100,00% |
06/05/2024 | 0,84% | 94,68 % | 95,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 200 CHF | 240 200 CHF | 100,00% | 100,00% |
03/05/2024 | 0,82% | 95,37 % | 96,17 % | 250 000 | 220 000 | 250 000 | 245 329 | 241 905 CHF | 239 375 CHF | 99,50% | 99,50% |
02/05/2024 | 0,86% | 92,40 % | 93,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 967 CHF | 232 967 CHF | 100,00% | 100,00% |