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 | 1.02% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,584 CHF | 100,600 CHF | 99.75% | 99.75% |
15/05/2024 | 1.01% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,589 CHF | 100,600 CHF | 99.56% | 99.56% |
14/05/2024 | 1.03% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,557 CHF | 100,584 CHF | 99.56% | 99.56% |
13/05/2024 | 1.02% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,555 CHF | 100,574 CHF | 96.73% | 96.73% |
10/05/2024 | 0.99% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,507 CHF | 100,500 CHF | 99.88% | 99.88% |
08/05/2024 | 0.98% | 99.55 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,525 CHF | 100,509 CHF | 99.60% | 99.60% |
07/05/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,235 CHF | 100,231 CHF | 99.66% | 99.66% |
06/05/2024 | 1.00% | 99.15 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,191 CHF | 100,188 CHF | 90.15% | 90.15% |
03/05/2024 | 0.99% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,221 CHF | 100,211 CHF | 96.89% | 96.89% |
02/05/2024 | 1.01% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,092 CHF | 100,096 CHF | 97.97% | 97.97% |