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 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,481 CHF | 101,481 CHF | 99.75% | 99.75% |
15/05/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,423 CHF | 101,423 CHF | 99.56% | 99.56% |
14/05/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,410 CHF | 101,410 CHF | 99.56% | 99.56% |
13/05/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,523 CHF | 101,523 CHF | 96.73% | 96.73% |
10/05/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,518 CHF | 101,518 CHF | 99.88% | 99.88% |
08/05/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,509 CHF | 101,509 CHF | 99.60% | 99.60% |
07/05/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,331 CHF | 101,331 CHF | 99.66% | 99.66% |
06/05/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,282 CHF | 101,282 CHF | 90.15% | 90.15% |
03/05/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,168 CHF | 101,168 CHF | 81.97% | 81.97% |
02/05/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,051 CHF | 101,054 CHF | 97.97% | 97.97% |