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 | 1.12% | 89.55 % | 90.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,047 CHF | 90,047 CHF | 99.75% | 99.75% |
15/05/2024 | 1.14% | 87.95 % | 88.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,435 CHF | 88,435 CHF | 99.56% | 99.56% |
14/05/2024 | 1.12% | 88.70 % | 89.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,651 CHF | 89,651 CHF | 99.55% | 99.55% |
13/05/2024 | 1.14% | 86.65 % | 87.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,038 CHF | 88,038 CHF | 96.73% | 96.73% |
10/05/2024 | 1.14% | 85.40 % | 86.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,183 CHF | 88,183 CHF | 99.88% | 99.88% |
08/05/2024 | 1.16% | 86.35 % | 87.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,996 CHF | 86,996 CHF | 99.60% | 99.60% |
07/05/2024 | 1.17% | 85.45 % | 86.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,994 CHF | 85,994 CHF | 99.66% | 99.66% |
06/05/2024 | 1.16% | 84.95 % | 85.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,574 CHF | 86,574 CHF | 90.15% | 90.15% |
03/05/2024 | 1.14% | 85.70 % | 86.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,202 CHF | 88,202 CHF | 93.19% | 93.19% |
02/05/2024 | 1.20% | 82.95 % | 83.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,100 CHF | 84,100 CHF | 11.88% | 11.88% |