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 | 1.01% | 97.50 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,903 CHF | 99,908 CHF | 23.83% | 23.83% |
15/05/2024 | 1.04% | 95.80 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,404 CHF | 96,404 CHF | 99.56% | 99.56% |
14/05/2024 | 1.07% | 93.90 % | 94.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,195 CHF | 94,195 CHF | 99.56% | 99.56% |
13/05/2024 | 1.05% | 95.65 % | 96.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,041 CHF | 96,041 CHF | 96.73% | 96.73% |
10/05/2024 | 1.05% | 94.05 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,691 CHF | 95,691 CHF | 99.88% | 99.88% |
08/05/2024 | 1.08% | 92.30 % | 93.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,380 CHF | 93,380 CHF | 99.60% | 99.60% |
07/05/2024 | 1.10% | 92.15 % | 93.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,780 CHF | 91,780 CHF | 99.66% | 99.66% |
06/05/2024 | 1.12% | 89.10 % | 90.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,850 CHF | 89,850 CHF | 90.15% | 90.15% |
03/05/2024 | 1.17% | 86.80 % | 87.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,320 CHF | 86,320 CHF | 93.19% | 93.19% |
02/05/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |