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 | 1.09% | 91.25 % | 92.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,956 CHF | 91,956 CHF | 99.75% | 99.75% |
15/05/2024 | 1.10% | 90.90 % | 91.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,737 CHF | 91,737 CHF | 99.50% | 99.50% |
14/05/2024 | 1.09% | 91.30 % | 92.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,204 CHF | 92,204 CHF | 99.56% | 99.56% |
13/05/2024 | 1.10% | 90.45 % | 91.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,292 CHF | 91,292 CHF | 62.20% | 62.20% |
10/05/2024 | 1.10% | 89.35 % | 90.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,051 CHF | 91,051 CHF | 99.88% | 99.88% |
08/05/2024 | 1.12% | 89.30 % | 90.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,096 CHF | 90,096 CHF | 99.60% | 99.60% |
07/05/2024 | 1.12% | 88.75 % | 89.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,691 CHF | 89,691 CHF | 99.66% | 99.66% |
06/05/2024 | 1.12% | 88.60 % | 89.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,728 CHF | 89,728 CHF | 90.15% | 90.15% |
03/05/2024 | 1.12% | 88.60 % | 89.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,035 CHF | 90,035 CHF | 96.83% | 96.83% |
02/05/2024 | 1.14% | 87.10 % | 88.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,194 CHF | 88,194 CHF | 97.66% | 97.66% |