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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 1.12% | 88.55 % | 89.55 % | 100,000 | 10,000 | 100,000 | 10,000 | 88,477 CHF | 8,948 CHF | 100.00% | 100.00% |
13/05/2024 | 1.13% | 88.30 % | 89.30 % | 100,000 | 10,000 | 100,000 | 10,000 | 88,155 CHF | 8,915 CHF | 60.80% | 60.80% |
10/05/2024 | 1.13% | 87.40 % | 88.40 % | 100,000 | 10,000 | 100,000 | 10,000 | 87,695 CHF | 8,870 CHF | 100.00% | 100.00% |
08/05/2024 | 1.14% | 87.15 % | 88.15 % | 100,000 | 10,000 | 100,000 | 10,000 | 87,099 CHF | 8,810 CHF | 100.00% | 100.00% |
07/05/2024 | 1.15% | 86.50 % | 87.50 % | 100,000 | 10,000 | 100,000 | 10,000 | 86,323 CHF | 8,732 CHF | 100.00% | 100.00% |
06/05/2024 | 1.15% | 86.45 % | 87.45 % | 100,000 | 10,000 | 100,000 | 10,000 | 86,696 CHF | 8,770 CHF | 100.00% | 100.00% |
03/05/2024 | 1.14% | 86.60 % | 87.60 % | 100,000 | 10,000 | 100,000 | 10,000 | 87,408 CHF | 8,841 CHF | 100.00% | 100.00% |
02/05/2024 | 1.16% | 85.75 % | 86.75 % | 100,000 | 10,000 | 100,000 | 10,000 | 85,853 CHF | 8,685 CHF | 3.05% | 3.05% |
30/04/2024 | 1.15% | 85.75 % | 86.75 % | 100,000 | 10,000 | 100,000 | 10,000 | 86,423 CHF | 8,742 CHF | 69.58% | 69.58% |
29/04/2024 | - | 85.80 % | 86.80 % | 100,000 | 10,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |