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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 1.01% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,899 CHF | 99,902 CHF | 99.56% | 99.56% |
14/05/2024 | 1.00% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,968 CHF | 99,964 CHF | 99.56% | 99.56% |
13/05/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,591 CHF | 99,591 CHF | 96.73% | 96.73% |
10/05/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,834 CHF | 99,835 CHF | 99.88% | 99.88% |
08/05/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,563 CHF | 99,563 CHF | 99.60% | 99.60% |
07/05/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,239 CHF | 99,239 CHF | 99.66% | 99.66% |
06/05/2024 | 1.01% | 98.15 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,184 CHF | 99,184 CHF | 90.15% | 90.15% |
03/05/2024 | 1.01% | 97.90 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,437 CHF | 99,437 CHF | 96.89% | 96.89% |
02/05/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,825 CHF | 98,825 CHF | 97.97% | 97.97% |
30/04/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,871 CHF | 98,871 CHF | 90.49% | 90.49% |