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% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,378 CHF | 99,378 CHF | 99.75% | 99.75% |
15/05/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,217 CHF | 99,217 CHF | 99.56% | 99.56% |
14/05/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,354 CHF | 99,354 CHF | 99.56% | 99.56% |
13/05/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,383 CHF | 99,383 CHF | 96.73% | 96.73% |
10/05/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,460 CHF | 99,460 CHF | 99.88% | 99.88% |
08/05/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,923 CHF | 98,923 CHF | 99.60% | 99.60% |
07/05/2024 | 1.02% | 97.80 % | 98.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,685 CHF | 98,685 CHF | 99.66% | 99.66% |
06/05/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,529 CHF | 98,529 CHF | 90.15% | 90.15% |
03/05/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,138 CHF | 98,138 CHF | 96.88% | 96.88% |
02/05/2024 | 1.03% | 96.35 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,429 CHF | 97,429 CHF | 97.97% | 97.97% |