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 | 0,46% | 108,44 % | 108,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 586 CHF | 545 086 CHF | 100,00% | 100,00% |
15/05/2024 | 0,46% | 108,65 % | 109,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 057 CHF | 543 557 CHF | 100,00% | 100,00% |
14/05/2024 | 0,46% | 107,27 % | 107,77 % | 500 000 | 500 000 | 500 000 | 500 000 | 536 962 CHF | 539 462 CHF | 99,99% | 99,99% |
13/05/2024 | 0,47% | 107,19 % | 107,69 % | 500 000 | 500 000 | 500 000 | 500 000 | 536 342 CHF | 538 842 CHF | 100,00% | 100,00% |
10/05/2024 | 0,46% | 107,61 % | 108,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 254 CHF | 539 754 CHF | 100,00% | 100,00% |
08/05/2024 | 0,47% | 107,07 % | 107,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 353 CHF | 536 853 CHF | 100,00% | 100,00% |
07/05/2024 | 0,47% | 106,48 % | 106,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 790 CHF | 534 290 CHF | 100,00% | 100,00% |
06/05/2024 | 0,47% | 106,26 % | 106,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 360 CHF | 532 860 CHF | 100,00% | 100,00% |
03/05/2024 | 0,47% | 105,89 % | 106,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 395 CHF | 530 895 CHF | 100,00% | 100,00% |
02/05/2024 | 0,47% | 105,15 % | 105,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 155 CHF | 530 655 CHF | 100,00% | 100,00% |