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% | 97.40 % | 98.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,419 CHF | 98,419 CHF | 99.75% | 99.75% |
15/05/2024 | 1.02% | 97.40 % | 98.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,584 CHF | 98,584 CHF | 99.56% | 99.56% |
14/05/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,308 CHF | 98,308 CHF | 99.56% | 99.56% |
13/05/2024 | 1.03% | 97.60 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,972 CHF | 97,972 CHF | 96.73% | 96.73% |
10/05/2024 | 1.04% | 95.90 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,748 CHF | 96,748 CHF | 99.88% | 99.88% |
08/05/2024 | 1.04% | 95.35 % | 96.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,370 CHF | 96,370 CHF | 99.60% | 99.60% |
07/05/2024 | 1.04% | 95.90 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,974 CHF | 96,974 CHF | 99.66% | 99.66% |
06/05/2024 | 1.03% | 96.35 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,226 CHF | 97,226 CHF | 90.15% | 90.15% |
03/05/2024 | 1.05% | 96.05 % | 97.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,133 CHF | 96,133 CHF | 96.83% | 96.83% |
02/05/2024 | 1.04% | 95.65 % | 96.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,740 CHF | 96,740 CHF | 97.97% | 97.97% |