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% | 78,56 % | 79,26 % | 150 000 | 150 000 | 149 992 | 150 000 | 119 314 CHF | 120 370 CHF | 100,00% | 100,00% |
15/05/2024 | 0,89% | 78,91 % | 79,61 % | 150 000 | 150 000 | 150 000 | 150 000 | 117 825 CHF | 118 875 CHF | 99,75% | 99,75% |
14/05/2024 | 0,93% | 76,27 % | 76,97 % | 150 000 | 150 000 | 150 000 | 150 000 | 112 288 CHF | 113 338 CHF | 99,89% | 99,89% |
13/05/2024 | 0,97% | 72,03 % | 72,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 107 307 CHF | 108 357 CHF | 100,00% | 100,00% |
10/05/2024 | 0,96% | 72,12 % | 72,82 % | 150 000 | 150 000 | 150 000 | 150 000 | 109 114 CHF | 110 164 CHF | 100,00% | 100,00% |
08/05/2024 | 0,99% | 70,07 % | 70,77 % | 150 000 | 150 000 | 150 000 | 150 000 | 105 113 CHF | 106 163 CHF | 100,00% | 100,00% |
07/05/2024 | 0,98% | 71,25 % | 71,95 % | 150 000 | 150 000 | 150 000 | 150 000 | 106 231 CHF | 107 281 CHF | 100,00% | 100,00% |
06/05/2024 | 1,00% | 69,85 % | 70,55 % | 150 000 | 150 000 | 150 000 | 150 000 | 104 610 CHF | 105 660 CHF | 100,00% | 100,00% |
03/05/2024 | 1,00% | 69,36 % | 70,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 104 467 CHF | 105 517 CHF | 100,00% | 100,00% |
02/05/2024 | 1,05% | 66,02 % | 66,72 % | 150 000 | 150 000 | 150 000 | 150 000 | 99 713 CHF | 100 763 CHF | 82,31% | 82,31% |