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 | 1.50% | 65.90 % | 66.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 66,002 CHF | 67,002 CHF | 99.09% | 99.09% |
15/05/2024 | 1.56% | 63.70 % | 64.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 63,484 CHF | 64,484 CHF | 99.56% | 99.56% |
14/05/2024 | 1.59% | 62.75 % | 63.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,490 CHF | 63,490 CHF | 99.56% | 99.56% |
13/05/2024 | 1.56% | 63.75 % | 64.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 63,450 CHF | 64,450 CHF | 96.73% | 96.73% |
10/05/2024 | 1.57% | 63.15 % | 64.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 63,283 CHF | 64,283 CHF | 99.88% | 99.88% |
08/05/2024 | 1.59% | 62.25 % | 63.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,224 CHF | 63,224 CHF | 99.60% | 99.60% |
07/05/2024 | 1.61% | 62.10 % | 63.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,721 CHF | 62,721 CHF | 99.66% | 99.66% |
06/05/2024 | 1.62% | 61.40 % | 62.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,280 CHF | 62,280 CHF | 90.15% | 90.15% |
03/05/2024 | 1.63% | 60.90 % | 61.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,923 CHF | 61,923 CHF | 93.19% | 93.19% |
02/05/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |