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 | 1.02% | 97.80 % | 98.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,937 CHF | 98,937 CHF | 99.19% | 99.19% |
15/05/2024 | 1.04% | 96.30 % | 97.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,068 CHF | 97,068 CHF | 99.56% | 99.56% |
14/05/2024 | 1.05% | 95.15 % | 96.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,872 CHF | 95,872 CHF | 99.46% | 99.46% |
13/05/2024 | 1.04% | 96.25 % | 97.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,875 CHF | 96,875 CHF | 96.73% | 96.73% |
10/05/2024 | 1.04% | 95.40 % | 96.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,840 CHF | 96,840 CHF | 99.88% | 99.88% |
08/05/2024 | 1.05% | 94.85 % | 95.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,864 CHF | 95,864 CHF | 99.60% | 99.60% |
07/05/2024 | 1.06% | 94.70 % | 95.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,163 CHF | 95,163 CHF | 99.66% | 99.66% |
06/05/2024 | 1.06% | 93.65 % | 94.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,546 CHF | 94,546 CHF | 90.15% | 90.15% |
03/05/2024 | 1.08% | 92.75 % | 93.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,103 CHF | 93,103 CHF | 96.47% | 96.47% |
02/05/2024 | 1.07% | 90.90 % | 91.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,023 CHF | 94,023 CHF | 97.97% | 97.97% |