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 | 1.12% | 100.90 % | 101.70 % | 100,000 | 100,000 | 67,039 | 67,039 | 67,543 CHF | 68,244 CHF | 94.24% | 94.24% |
15/05/2024 | 0.90% | 100.60 % | 101.90 % | 50,000 | 50,000 | 89,208 | 89,208 | 89,979 CHF | 90,746 CHF | 98.58% | 98.58% |
14/05/2024 | 0.79% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,900 CHF | 101,700 CHF | 92.38% | 92.38% |
13/05/2024 | 0.79% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,900 CHF | 101,700 CHF | 86.79% | 86.79% |
10/05/2024 | 0.79% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,900 CHF | 101,700 CHF | 98.92% | 98.92% |
08/05/2024 | 0.79% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,900 CHF | 101,700 CHF | 97.10% | 97.10% |
07/05/2024 | 0.79% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,900 CHF | 101,700 CHF | 67.22% | 67.22% |
06/05/2024 | 0.79% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,900 CHF | 101,700 CHF | 93.74% | 93.74% |
03/05/2024 | 0.79% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,900 CHF | 101,700 CHF | 92.70% | 92.70% |
02/05/2024 | 0.77% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,918 CHF | 101,700 CHF | 91.74% | 91.74% |