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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 1.05% | 94.05 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,925 CHF | 95,925 CHF | 99.56% | 99.56% |
14/05/2024 | 1.06% | 94.80 % | 95.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,823 CHF | 94,823 CHF | 99.56% | 99.56% |
13/05/2024 | 1.07% | 94.60 % | 95.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,337 CHF | 94,337 CHF | 71.26% | 71.26% |
10/05/2024 | 1.19% | 84.90 % | 85.90 % | 100,000 | 100,000 | 100,000 | 99,999 | 83,879 CHF | 84,878 CHF | 7.26% | 7.26% |
08/05/2024 | 1.15% | 85.80 % | 86.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,260 CHF | 87,260 CHF | 99.60% | 99.60% |
07/05/2024 | 1.11% | 87.30 % | 88.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,202 CHF | 90,202 CHF | 90.58% | 90.58% |
06/05/2024 | 1.11% | 90.55 % | 91.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,864 CHF | 90,864 CHF | 90.15% | 90.15% |
03/05/2024 | 1.13% | 89.55 % | 90.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,638 CHF | 88,638 CHF | 96.89% | 96.89% |
02/05/2024 | 1.12% | 88.70 % | 89.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,120 CHF | 90,120 CHF | 97.97% | 97.97% |
30/04/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |