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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,201 CHF | 99,201 CHF | 99.75% | 99.75% |
15/05/2024 | 1.01% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,076 CHF | 99,076 CHF | 99.56% | 99.56% |
14/05/2024 | 1.01% | 97.95 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,107 CHF | 99,107 CHF | 99.56% | 99.56% |
13/05/2024 | 1.02% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,823 CHF | 98,823 CHF | 96.73% | 96.73% |
10/05/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,789 CHF | 98,789 CHF | 99.88% | 99.88% |
08/05/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,627 CHF | 98,627 CHF | 99.60% | 99.60% |
07/05/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,344 CHF | 98,344 CHF | 99.66% | 99.66% |
06/05/2024 | 1.03% | 97.05 % | 98.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,739 CHF | 97,739 CHF | 88.96% | 88.96% |
03/05/2024 | 1.04% | 96.10 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,534 CHF | 96,534 CHF | 96.89% | 96.89% |
02/05/2024 | 1.04% | 95.75 % | 96.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,487 CHF | 96,487 CHF | 97.87% | 97.87% |