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 | 1.07% | 90.80 % | 91.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,768 CHF | 93,768 CHF | 21.69% | 21.69% |
15/05/2024 | 1.19% | 84.25 % | 85.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,237 CHF | 84,237 CHF | 99.56% | 99.56% |
14/05/2024 | 1.27% | 79.50 % | 80.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,291 CHF | 79,291 CHF | 99.56% | 99.56% |
13/05/2024 | 1.20% | 84.00 % | 85.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,611 CHF | 83,611 CHF | 96.73% | 96.73% |
10/05/2024 | 1.21% | 80.95 % | 81.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,107 CHF | 83,107 CHF | 99.88% | 99.88% |
08/05/2024 | 1.29% | 77.05 % | 78.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,007 CHF | 78,007 CHF | 99.60% | 99.60% |
07/05/2024 | 1.34% | 76.05 % | 77.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,197 CHF | 75,197 CHF | 99.66% | 99.66% |
06/05/2024 | 1.40% | 71.80 % | 72.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 71,090 CHF | 72,090 CHF | 90.15% | 90.15% |
03/05/2024 | 1.50% | 68.40 % | 69.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 66,197 CHF | 67,197 CHF | 92.98% | 92.98% |
02/05/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |