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% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,415 CHF | 100,406 CHF | 99.56% | 99.56% |
14/05/2024 | 1.01% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,487 CHF | 100,493 CHF | 99.56% | 99.56% |
13/05/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,309 CHF | 100,310 CHF | 96.73% | 96.73% |
10/05/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,373 CHF | 100,367 CHF | 99.88% | 99.88% |
08/05/2024 | 1.01% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,270 CHF | 100,278 CHF | 99.60% | 99.60% |
07/05/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,136 CHF | 100,137 CHF | 99.66% | 99.66% |
06/05/2024 | 1.01% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,209 CHF | 100,219 CHF | 90.15% | 90.15% |
03/05/2024 | 1.01% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,243 CHF | 100,245 CHF | 96.89% | 96.89% |
02/05/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,864 CHF | 99,864 CHF | 97.97% | 97.97% |
30/04/2024 | 1.00% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,980 CHF | 99,975 CHF | 90.49% | 90.49% |