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 | 1,76% | 55,60 % | 56,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 56 162 CHF | 57 162 CHF | 99,75% | 99,75% |
15/05/2024 | 1,80% | 55,20 % | 56,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 965 CHF | 55 965 CHF | 99,56% | 99,56% |
14/05/2024 | 1,91% | 53,15 % | 54,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 51 950 CHF | 52 950 CHF | 99,55% | 99,55% |
13/05/2024 | 2,02% | 49,50 % | 50,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 49 108 CHF | 50 108 CHF | 96,73% | 96,73% |
10/05/2024 | 1,99% | 49,85 % | 50,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 49 763 CHF | 50 763 CHF | 99,88% | 99,88% |
08/05/2024 | 2,08% | 47,55 % | 48,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 47 484 CHF | 48 484 CHF | 99,60% | 99,60% |
07/05/2024 | 2,05% | 48,60 % | 49,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 48 339 CHF | 49 339 CHF | 99,66% | 99,66% |
06/05/2024 | 2,08% | 47,65 % | 48,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 47 631 CHF | 48 631 CHF | 90,15% | 90,15% |
03/05/2024 | 2,10% | 47,45 % | 48,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 47 157 CHF | 48 157 CHF | 96,88% | 96,88% |
02/05/2024 | 2,20% | 44,40 % | 45,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 44 879 CHF | 45 879 CHF | 97,97% | 97,97% |