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 | 1.22% | 99.80 % | 100.60 % | 100,000 | 100,000 | 53,064 | 53,064 | 52,841 CHF | 53,476 CHF | 64.69% | 64.69% |
15/05/2024 | 0.86% | 99.55 % | 100.80 % | 50,000 | 50,000 | 92,676 | 92,676 | 92,472 CHF | 93,247 CHF | 70.15% | 70.15% |
14/05/2024 | 0.75% | 99.85 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,850 CHF | 100,600 CHF | 87.63% | 87.63% |
13/05/2024 | 0.75% | 99.85 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,850 CHF | 100,600 CHF | 86.70% | 86.70% |
10/05/2024 | 0.75% | 99.85 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,850 CHF | 100,600 CHF | 98.37% | 98.37% |
08/05/2024 | 0.70% | 99.90 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,900 CHF | 100,600 CHF | 97.15% | 97.15% |
07/05/2024 | 0.70% | 99.90 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,900 CHF | 100,600 CHF | 67.40% | 67.40% |
06/05/2024 | 0.80% | 99.90 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,900 CHF | 100,700 CHF | 93.44% | 93.44% |
03/05/2024 | 0.75% | 99.95 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,950 CHF | 100,700 CHF | 75.65% | 75.65% |
02/05/2024 | 0.75% | 99.95 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,950 CHF | 100,700 CHF | 91.62% | 91.62% |