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% | 89.60 % | 90.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,144 CHF | 90,144 CHF | 99.75% | 99.75% |
15/05/2024 | 1.14% | 88.10 % | 89.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,582 CHF | 88,582 CHF | 99.56% | 99.56% |
14/05/2024 | 1.12% | 88.80 % | 89.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,749 CHF | 89,749 CHF | 99.56% | 99.56% |
13/05/2024 | 1.14% | 86.75 % | 87.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,119 CHF | 88,119 CHF | 96.73% | 96.73% |
10/05/2024 | 1.14% | 85.65 % | 86.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,366 CHF | 88,366 CHF | 99.88% | 99.88% |
08/05/2024 | 1.15% | 86.65 % | 87.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,255 CHF | 87,255 CHF | 99.60% | 99.60% |
07/05/2024 | 1.17% | 85.65 % | 86.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,231 CHF | 86,231 CHF | 99.66% | 99.66% |
06/05/2024 | 1.16% | 85.20 % | 86.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,770 CHF | 86,770 CHF | 90.15% | 90.15% |
03/05/2024 | 1.14% | 85.95 % | 86.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,403 CHF | 88,403 CHF | 92.51% | 92.51% |
02/05/2024 | 1.19% | 83.10 % | 84.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,230 CHF | 84,230 CHF | 11.98% | 11.98% |