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 | 0.75% | 42.10 % | 42.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,303 CHF | 42,621 CHF | 75.93% | 75.93% |
15/05/2024 | 0.75% | 41.95 % | 42.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,878 CHF | 41,186 CHF | 72.29% | 72.29% |
14/05/2024 | 0.75% | 40.35 % | 40.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,133 CHF | 40,435 CHF | 72.84% | 72.84% |
13/05/2024 | 0.74% | 41.60 % | 41.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,094 CHF | 40,394 CHF | 48.73% | 48.73% |
10/05/2024 | 0.75% | 38.00 % | 38.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 38,089 CHF | 38,374 CHF | 71.32% | 71.32% |
08/05/2024 | 0.73% | 37.60 % | 37.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 37,366 CHF | 37,641 CHF | 81.86% | 81.86% |
07/05/2024 | 1.10% | 37.80 % | 38.10 % | 100,000 | 100,000 | 64,683 | 64,683 | 24,449 CHF | 24,700 CHF | 41.56% | 41.56% |
06/05/2024 | 0.74% | 35.45 % | 35.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 35,191 CHF | 35,454 CHF | 74.76% | 74.76% |
03/05/2024 | 0.76% | 36.25 % | 36.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 36,120 CHF | 36,394 CHF | 64.66% | 64.66% |
02/05/2024 | 0.75% | 36.75 % | 37.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 35,816 CHF | 36,085 CHF | 40.01% | 40.01% |