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 | 1.08% | 91.40 % | 92.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,730 CHF | 92,730 CHF | 99.75% | 99.75% |
15/05/2024 | 1.09% | 92.15 % | 93.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,978 CHF | 91,978 CHF | 99.56% | 99.56% |
14/05/2024 | 1.13% | 87.70 % | 88.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,317 CHF | 89,317 CHF | 99.56% | 99.56% |
13/05/2024 | 1.11% | 89.30 % | 90.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,592 CHF | 90,592 CHF | 96.73% | 96.73% |
10/05/2024 | 1.09% | 90.35 % | 91.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,837 CHF | 91,837 CHF | 99.88% | 99.88% |
08/05/2024 | 1.10% | 89.90 % | 90.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,396 CHF | 91,396 CHF | 99.60% | 99.60% |
07/05/2024 | 1.11% | 89.65 % | 90.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,299 CHF | 90,299 CHF | 99.66% | 99.66% |
06/05/2024 | 1.11% | 88.85 % | 89.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,362 CHF | 90,362 CHF | 90.15% | 90.15% |
03/05/2024 | 1.11% | 89.35 % | 90.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,219 CHF | 90,219 CHF | 96.87% | 96.87% |
02/05/2024 | 1.12% | 88.30 % | 89.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,907 CHF | 89,907 CHF | 97.97% | 97.97% |