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 | 1.25% | 80.20 % | 81.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,457 CHF | 80,457 CHF | 99.75% | 99.75% |
15/05/2024 | 1.29% | 77.70 % | 78.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,065 CHF | 78,065 CHF | 99.56% | 99.56% |
14/05/2024 | 1.27% | 78.70 % | 79.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,291 CHF | 79,291 CHF | 65.34% | 65.34% |
13/05/2024 | 1.30% | 76.15 % | 77.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,516 CHF | 77,516 CHF | 96.73% | 96.73% |
10/05/2024 | 1.30% | 73.85 % | 74.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,658 CHF | 77,658 CHF | 99.88% | 99.88% |
08/05/2024 | 1.32% | 75.60 % | 76.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,241 CHF | 76,241 CHF | 99.60% | 99.60% |
07/05/2024 | 1.34% | 74.25 % | 75.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,948 CHF | 74,948 CHF | 99.66% | 99.66% |
06/05/2024 | 1.33% | 74.05 % | 75.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,822 CHF | 75,822 CHF | 90.15% | 90.15% |
03/05/2024 | 1.28% | 75.50 % | 76.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,507 CHF | 78,507 CHF | 93.19% | 93.19% |
02/05/2024 | 1.39% | 71.45 % | 72.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 71,630 CHF | 72,630 CHF | 11.88% | 11.88% |