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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,207 CHF | 101,207 CHF | 99.56% | 99.56% |
16/05/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,279 CHF | 101,279 CHF | 99.75% | 99.75% |
15/05/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,268 CHF | 101,268 CHF | 99.56% | 99.56% |
14/05/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,137 CHF | 101,137 CHF | 99.56% | 99.56% |
13/05/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,210 CHF | 101,210 CHF | 96.73% | 96.73% |
10/05/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,193 CHF | 101,193 CHF | 99.88% | 99.88% |
08/05/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,133 CHF | 101,133 CHF | 99.60% | 99.60% |
07/05/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,092 CHF | 101,092 CHF | 99.66% | 99.66% |
06/05/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,349 CHF | 101,349 CHF | 90.15% | 90.15% |
03/05/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,096 CHF | 101,096 CHF | 94.98% | 94.98% |