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 | 2.91% | 33.45 % | 34.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 33,922 CHF | 34,922 CHF | 99.75% | 99.75% |
15/05/2024 | 2.93% | 33.75 % | 34.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 33,638 CHF | 34,638 CHF | 99.56% | 99.56% |
14/05/2024 | 3.07% | 32.70 % | 33.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 32,091 CHF | 33,091 CHF | 99.56% | 99.56% |
13/05/2024 | 3.21% | 30.90 % | 31.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 30,683 CHF | 31,683 CHF | 96.73% | 96.73% |
10/05/2024 | 3.15% | 31.10 % | 32.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 31,298 CHF | 32,298 CHF | 99.88% | 99.88% |
08/05/2024 | 3.26% | 30.15 % | 31.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 30,143 CHF | 31,143 CHF | 99.60% | 99.60% |
07/05/2024 | 3.22% | 30.75 % | 31.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 30,602 CHF | 31,602 CHF | 99.66% | 99.66% |
06/05/2024 | 3.26% | 30.25 % | 31.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 30,194 CHF | 31,193 CHF | 90.15% | 90.15% |
03/05/2024 | 3.24% | 30.15 % | 31.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 30,321 CHF | 31,321 CHF | 95.98% | 95.98% |
02/05/2024 | 3.37% | 28.84 % | 29.84 % | 100,000 | 100,000 | 100,000 | 100,000 | 29,089 CHF | 30,087 CHF | 97.97% | 97.97% |