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% | 97.10 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,069 CHF | 98,069 CHF | 99.75% | 99.75% |
15/05/2024 | 1.02% | 97.15 % | 98.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,202 CHF | 98,202 CHF | 99.56% | 99.56% |
14/05/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,368 CHF | 98,368 CHF | 99.56% | 99.56% |
13/05/2024 | 1.03% | 97.15 % | 98.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,725 CHF | 97,725 CHF | 96.73% | 96.73% |
10/05/2024 | 1.03% | 96.15 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,577 CHF | 97,577 CHF | 99.88% | 99.88% |
08/05/2024 | 1.03% | 96.85 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,953 CHF | 97,953 CHF | 99.60% | 99.60% |
07/05/2024 | 1.03% | 95.30 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,360 CHF | 97,360 CHF | 99.66% | 99.66% |
06/05/2024 | 1.04% | 96.05 % | 97.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,963 CHF | 96,963 CHF | 90.15% | 90.15% |
03/05/2024 | 1.04% | 95.30 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,717 CHF | 96,717 CHF | 96.89% | 96.89% |
02/05/2024 | 1.05% | 95.45 % | 96.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,106 CHF | 96,106 CHF | 97.97% | 97.97% |