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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,205 CHF | 103,205 CHF | 3.17% | 3.17% |
16/05/2024 | - | 102.40 % | 103.40 % | 100,000 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
15/05/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,215 CHF | 98,215 CHF | 100.00% | 100.00% |
14/05/2024 | 1.04% | 95.90 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,459 CHF | 96,459 CHF | 100.00% | 100.00% |
13/05/2024 | 1.02% | 97.95 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,371 CHF | 98,371 CHF | 100.00% | 100.00% |
10/05/2024 | 1.03% | 96.70 % | 97.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,036 CHF | 98,036 CHF | 100.00% | 100.00% |
08/05/2024 | 1.04% | 95.65 % | 96.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,663 CHF | 96,663 CHF | 100.00% | 100.00% |
07/05/2024 | 1.05% | 95.55 % | 96.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,848 CHF | 95,848 CHF | 100.00% | 100.00% |
06/05/2024 | 1.06% | 94.25 % | 95.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,935 CHF | 94,935 CHF | 100.00% | 100.00% |
03/05/2024 | 1.07% | 93.30 % | 94.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,574 CHF | 93,574 CHF | 100.00% | 100.00% |