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 | 1.01% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,765 CHF | 100,780 CHF | 99.75% | 99.75% |
15/05/2024 | 1.00% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,880 CHF | 100,886 CHF | 99.56% | 99.56% |
14/05/2024 | 1.01% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,818 CHF | 100,831 CHF | 99.56% | 99.56% |
13/05/2024 | 0.98% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,905 CHF | 100,887 CHF | 96.73% | 96.73% |
10/05/2024 | 0.99% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,910 CHF | 100,900 CHF | 99.88% | 99.88% |
08/05/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,865 CHF | 100,873 CHF | 99.60% | 99.60% |
07/05/2024 | 0.99% | 99.95 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,918 CHF | 100,910 CHF | 99.66% | 99.66% |
06/05/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,900 CHF | 100,900 CHF | 90.15% | 90.15% |
03/05/2024 | 1.02% | 99.85 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,848 CHF | 100,868 CHF | 96.87% | 96.87% |
02/05/2024 | 1.01% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,847 CHF | 100,864 CHF | 97.97% | 97.97% |