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 | 0.99% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,319 CHF | 100,310 CHF | 99.56% | 99.56% |
14/05/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,348 CHF | 100,349 CHF | 99.56% | 99.56% |
13/05/2024 | 1.00% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,209 CHF | 100,203 CHF | 96.73% | 96.73% |
10/05/2024 | 1.00% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,318 CHF | 100,312 CHF | 99.88% | 99.88% |
08/05/2024 | 0.98% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,220 CHF | 100,200 CHF | 99.60% | 99.60% |
07/05/2024 | 1.01% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,102 CHF | 100,111 CHF | 99.66% | 99.66% |
06/05/2024 | 1.00% | 99.15 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,150 CHF | 100,149 CHF | 90.15% | 90.15% |
03/05/2024 | 1.00% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,156 CHF | 100,154 CHF | 96.88% | 96.88% |
02/05/2024 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,956 CHF | 99,955 CHF | 97.97% | 97.97% |
30/04/2024 | 1.00% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,929 CHF | 99,926 CHF | 90.49% | 90.49% |