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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,391 CHF | 99,391 CHF | 96.92% | 96.92% |
23/05/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,589 CHF | 99,589 CHF | 99.27% | 99.27% |
22/05/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,299 CHF | 99,299 CHF | 95.65% | 95.65% |
21/05/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,395 CHF | 99,395 CHF | 97.73% | 97.73% |
17/05/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,456 CHF | 99,456 CHF | 99.56% | 99.56% |
16/05/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,780 CHF | 99,780 CHF | 99.09% | 99.09% |
15/05/2024 | 1.03% | 97.10 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,897 CHF | 97,897 CHF | 99.56% | 99.56% |
14/05/2024 | 1.04% | 95.95 % | 96.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,373 CHF | 96,373 CHF | 99.55% | 99.55% |
13/05/2024 | 1.03% | 97.35 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,918 CHF | 97,918 CHF | 96.73% | 96.73% |
10/05/2024 | 1.03% | 96.10 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,461 CHF | 97,461 CHF | 99.88% | 99.88% |