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 | 2.09% | 46.70 % | 47.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 47,386 CHF | 48,386 CHF | 99.48% | 99.48% |
15/05/2024 | 2.11% | 47.15 % | 48.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 46,983 CHF | 47,983 CHF | 99.56% | 99.56% |
14/05/2024 | 2.21% | 45.75 % | 46.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 44,814 CHF | 45,814 CHF | 99.56% | 99.56% |
13/05/2024 | 2.31% | 43.15 % | 44.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,831 CHF | 43,831 CHF | 96.73% | 96.73% |
10/05/2024 | 2.26% | 43.50 % | 44.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 43,717 CHF | 44,717 CHF | 99.88% | 99.88% |
08/05/2024 | 2.35% | 42.15 % | 43.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,102 CHF | 43,102 CHF | 99.60% | 99.60% |
07/05/2024 | 2.31% | 42.95 % | 43.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,769 CHF | 43,769 CHF | 99.66% | 99.66% |
06/05/2024 | 2.34% | 42.25 % | 43.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,203 CHF | 43,203 CHF | 90.15% | 90.15% |
03/05/2024 | 2.33% | 42.20 % | 43.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,412 CHF | 43,412 CHF | 96.88% | 96.88% |
02/05/2024 | 2.43% | 40.35 % | 41.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,689 CHF | 41,689 CHF | 97.66% | 97.66% |