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 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,600 CHF | 100,600 CHF | 99.75% | 99.75% |
15/05/2024 | 0.95% | 99.65 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,600 CHF | 99.56% | 99.56% |
14/05/2024 | 1.05% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,700 CHF | 99.56% | 99.56% |
13/05/2024 | 1.04% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,655 CHF | 100,700 CHF | 96.73% | 96.73% |
10/05/2024 | 0.95% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,700 CHF | 99.88% | 99.88% |
08/05/2024 | 1.00% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,800 CHF | 100,800 CHF | 99.60% | 99.60% |
07/05/2024 | 1.00% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,800 CHF | 100,800 CHF | 99.66% | 99.66% |
06/05/2024 | 0.95% | 99.85 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,850 CHF | 100,800 CHF | 90.15% | 90.15% |
03/05/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,900 CHF | 100,900 CHF | 96.89% | 96.89% |
02/05/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,900 CHF | 100,900 CHF | 97.97% | 97.97% |