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% |