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% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,014 CHF | 101,015 CHF | 99.75% | 99.75% |
15/05/2024 | 1.00% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,903 CHF | 100,909 CHF | 99.56% | 99.56% |
14/05/2024 | 0.99% | 99.85 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,685 CHF | 100,680 CHF | 99.56% | 99.56% |
13/05/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,089 CHF | 100,083 CHF | 96.73% | 96.73% |
10/05/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,643 CHF | 100,644 CHF | 99.88% | 99.88% |
08/05/2024 | 1.01% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,841 CHF | 99,840 CHF | 99.60% | 99.60% |
07/05/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,433 CHF | 99,433 CHF | 99.66% | 99.66% |
06/05/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,361 CHF | 99,361 CHF | 90.15% | 90.15% |
03/05/2024 | 1.01% | 98.05 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,636 CHF | 99,635 CHF | 96.89% | 96.89% |
02/05/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,522 CHF | 99,522 CHF | 97.97% | 97.97% |