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 | 0.95% | 99.65 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,600 CHF | 99.56% | 99.56% |
13/05/2024 | 0.98% | 99.65 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,658 CHF | 100,636 CHF | 96.73% | 96.73% |
10/05/2024 | 0.97% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,725 CHF | 100,700 CHF | 99.88% | 99.88% |
08/05/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,702 CHF | 100,700 CHF | 99.60% | 99.60% |
07/05/2024 | 0.95% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,749 CHF | 100,700 CHF | 99.66% | 99.66% |
06/05/2024 | 1.04% | 99.75 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,794 CHF | 90.15% | 90.15% |
03/05/2024 | 1.02% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,778 CHF | 100,800 CHF | 96.89% | 96.89% |
02/05/2024 | 1.02% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,775 CHF | 97.97% | 97.97% |
30/04/2024 | 1.00% | 99.75 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,799 CHF | 100,800 CHF | 90.49% | 90.49% |
29/04/2024 | 1.01% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,791 CHF | 100,800 CHF | 97.12% | 97.12% |