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% | 93.55 % | 94.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,021 CHF | 93,722 CHF | 88.06% | 88.06% |
15/05/2024 | 0.75% | 94.35 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,487 CHF | 95,199 CHF | 82.62% | 82.62% |
14/05/2024 | 0.75% | 94.75 % | 95.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,572 CHF | 95,285 CHF | 92.68% | 92.68% |
13/05/2024 | 0.75% | 94.10 % | 94.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,996 CHF | 94,703 CHF | 86.23% | 86.24% |
10/05/2024 | 0.75% | 93.20 % | 93.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,257 CHF | 93,959 CHF | 91.05% | 91.05% |
08/05/2024 | 0.75% | 91.75 % | 92.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,628 CHF | 92,317 CHF | 92.81% | 92.81% |
07/05/2024 | 0.76% | 91.40 % | 92.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,371 CHF | 92,064 CHF | 64.74% | 64.74% |
06/05/2024 | 0.75% | 90.95 % | 91.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,513 CHF | 91,196 CHF | 89.02% | 89.02% |
03/05/2024 | 0.75% | 89.80 % | 90.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,646 CHF | 90,321 CHF | 95.53% | 95.53% |
02/05/2024 | 0.75% | 88.30 % | 88.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,464 CHF | 89,130 CHF | 83.98% | 83.98% |