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 | 1.04% | 95.50 % | 96.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,302 CHF | 96,302 CHF | 99.75% | 99.75% |
15/05/2024 | 1.05% | 95.10 % | 96.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,791 CHF | 95,791 CHF | 99.56% | 99.56% |
14/05/2024 | 1.04% | 95.40 % | 96.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,460 CHF | 96,460 CHF | 99.56% | 99.56% |
13/05/2024 | 1.05% | 94.75 % | 95.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,907 CHF | 95,907 CHF | 96.73% | 96.73% |
10/05/2024 | 1.05% | 94.40 % | 95.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,986 CHF | 95,986 CHF | 99.88% | 99.88% |
08/05/2024 | 1.05% | 94.65 % | 95.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,515 CHF | 95,515 CHF | 99.60% | 99.60% |
07/05/2024 | 1.06% | 94.40 % | 95.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,092 CHF | 95,092 CHF | 99.66% | 99.66% |
06/05/2024 | 1.05% | 94.10 % | 95.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,310 CHF | 95,310 CHF | 90.15% | 90.15% |
03/05/2024 | 1.05% | 94.05 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,685 CHF | 95,685 CHF | 93.03% | 93.03% |
02/05/2024 | 1.07% | 92.90 % | 93.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,942 CHF | 93,942 CHF | 11.93% | 11.93% |