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 | 2.41% | 39.90 % | 40.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,974 CHF | 41,974 CHF | 99.75% | 99.75% |
15/05/2024 | 2.43% | 40.95 % | 41.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,706 CHF | 41,706 CHF | 99.56% | 99.56% |
14/05/2024 | 2.59% | 39.05 % | 40.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 38,051 CHF | 39,051 CHF | 99.56% | 99.56% |
13/05/2024 | 2.75% | 36.25 % | 37.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 35,912 CHF | 36,912 CHF | 96.73% | 96.73% |
10/05/2024 | 2.66% | 36.65 % | 37.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 37,086 CHF | 38,086 CHF | 99.88% | 99.88% |
08/05/2024 | 2.81% | 35.20 % | 36.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 35,151 CHF | 36,151 CHF | 99.60% | 99.60% |
07/05/2024 | 2.75% | 36.15 % | 37.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 35,925 CHF | 36,925 CHF | 99.66% | 99.66% |
06/05/2024 | 2.80% | 35.30 % | 36.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 35,249 CHF | 36,249 CHF | 90.15% | 90.15% |
03/05/2024 | 2.77% | 35.15 % | 36.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 35,602 CHF | 36,602 CHF | 96.89% | 96.89% |
02/05/2024 | 2.93% | 33.25 % | 34.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 33,654 CHF | 34,654 CHF | 97.97% | 97.97% |