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 | 1.74% | 56.45 % | 57.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,045 CHF | 58,045 CHF | 99.75% | 99.75% |
15/05/2024 | 1.73% | 57.70 % | 58.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,396 CHF | 58,396 CHF | 99.10% | 99.10% |
14/05/2024 | 1.70% | 57.55 % | 58.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 58,353 CHF | 59,353 CHF | 99.56% | 99.56% |
13/05/2024 | 1.72% | 58.00 % | 59.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,782 CHF | 58,782 CHF | 96.73% | 96.73% |
10/05/2024 | 1.73% | 57.20 % | 58.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,385 CHF | 58,385 CHF | 99.88% | 99.88% |
08/05/2024 | 1.76% | 56.55 % | 57.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 56,350 CHF | 57,350 CHF | 99.60% | 99.60% |
07/05/2024 | 1.77% | 56.65 % | 57.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 56,058 CHF | 57,058 CHF | 99.66% | 99.66% |
06/05/2024 | 1.77% | 55.70 % | 56.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,877 CHF | 56,877 CHF | 90.15% | 90.15% |
03/05/2024 | 1.78% | 55.75 % | 56.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,706 CHF | 56,706 CHF | 96.72% | 96.72% |
02/05/2024 | 1.77% | 55.90 % | 56.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 56,060 CHF | 57,060 CHF | 11.98% | 11.98% |