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 | 1.33% | 75.20 % | 76.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,944 CHF | 75,944 CHF | 99.75% | 99.75% |
15/05/2024 | 1.30% | 76.75 % | 77.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,225 CHF | 77,225 CHF | 99.56% | 99.56% |
14/05/2024 | 1.31% | 75.95 % | 76.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,991 CHF | 76,991 CHF | 99.30% | 99.30% |
13/05/2024 | 1.36% | 73.85 % | 74.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,298 CHF | 74,298 CHF | 96.73% | 96.73% |
10/05/2024 | 1.37% | 72.90 % | 73.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 72,532 CHF | 73,532 CHF | 99.88% | 99.88% |
08/05/2024 | 1.37% | 72.25 % | 73.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 72,709 CHF | 73,709 CHF | 99.60% | 99.60% |
07/05/2024 | 1.35% | 73.60 % | 74.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,478 CHF | 74,478 CHF | 99.66% | 99.66% |
06/05/2024 | 1.36% | 72.50 % | 73.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 72,900 CHF | 73,900 CHF | 90.15% | 90.15% |
03/05/2024 | 1.36% | 73.05 % | 74.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,240 CHF | 74,240 CHF | 96.89% | 96.89% |
02/05/2024 | 1.37% | 72.40 % | 73.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 72,564 CHF | 73,564 CHF | 97.30% | 97.30% |