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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.76% | 92.60 % | 93.30 % | 100,000 | 100,000 | 99,102 | 99,102 | 91,724 CHF | 92,420 CHF | 98.27% | 98.27% |
13/05/2024 | 0.75% | 92.00 % | 92.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,943 CHF | 92,636 CHF | 79.80% | 79.80% |
10/05/2024 | 0.75% | 91.65 % | 92.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,885 CHF | 92,577 CHF | 98.55% | 98.55% |
08/05/2024 | 0.75% | 91.60 % | 92.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,543 CHF | 92,232 CHF | 97.83% | 97.83% |
07/05/2024 | 0.75% | 91.25 % | 91.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,133 CHF | 91,821 CHF | 67.61% | 67.61% |
06/05/2024 | 0.75% | 91.20 % | 91.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,441 CHF | 92,132 CHF | 98.87% | 98.87% |
03/05/2024 | 0.75% | 91.60 % | 92.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,230 CHF | 92,927 CHF | 70.60% | 70.60% |
02/05/2024 | 0.75% | 90.60 % | 91.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,613 CHF | 91,297 CHF | 91.02% | 91.02% |
30/04/2024 | 0.75% | 90.65 % | 91.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,242 CHF | 91,930 CHF | 99.98% | 99.98% |
29/04/2024 | 0.75% | 91.40 % | 92.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,045 CHF | 91,732 CHF | 100.00% | 100.00% |