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 | 1.86% | 52.75 % | 53.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,311 CHF | 54,311 CHF | 99.75% | 99.75% |
15/05/2024 | 1.90% | 52.40 % | 53.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 52,183 CHF | 53,183 CHF | 99.56% | 99.56% |
14/05/2024 | 2.01% | 50.45 % | 51.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 49,263 CHF | 50,263 CHF | 99.56% | 99.56% |
13/05/2024 | 2.13% | 46.90 % | 47.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 46,512 CHF | 47,512 CHF | 96.73% | 96.73% |
10/05/2024 | 2.10% | 47.25 % | 48.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 47,222 CHF | 48,222 CHF | 99.77% | 99.77% |
08/05/2024 | 2.20% | 45.05 % | 46.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 45,007 CHF | 46,007 CHF | 99.60% | 99.60% |
07/05/2024 | 2.16% | 46.10 % | 47.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 45,836 CHF | 46,836 CHF | 99.66% | 99.66% |
06/05/2024 | 2.19% | 45.20 % | 46.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 45,133 CHF | 46,133 CHF | 90.15% | 90.15% |
03/05/2024 | 2.21% | 44.95 % | 45.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 44,789 CHF | 45,789 CHF | 96.88% | 96.88% |
02/05/2024 | 2.32% | 42.15 % | 43.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,598 CHF | 43,598 CHF | 97.97% | 97.97% |