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 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,921 CHF | 100,913 CHF | 99.75% | 99.75% |
15/05/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,869 CHF | 100,871 CHF | 99.56% | 99.56% |
14/05/2024 | 0.98% | 99.95 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,915 CHF | 100,900 CHF | 99.56% | 99.56% |
13/05/2024 | 0.99% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,946 CHF | 100,939 CHF | 96.73% | 96.73% |
10/05/2024 | 1.01% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,001 CHF | 101,014 CHF | 99.88% | 99.88% |
08/05/2024 | 0.97% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,931 CHF | 100,901 CHF | 99.60% | 99.60% |
07/05/2024 | 0.99% | 99.95 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,963 CHF | 100,959 CHF | 99.66% | 99.66% |
06/05/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,000 CHF | 101,000 CHF | 90.15% | 90.15% |
03/05/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,047 CHF | 101,047 CHF | 96.89% | 96.89% |
02/05/2024 | 0.99% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,857 CHF | 100,853 CHF | 97.97% | 97.97% |