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 | 95,467 CHF | 96,467 CHF | 99.06% | 99.06% |
15/05/2024 | 1.04% | 95.45 % | 96.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,921 CHF | 96,921 CHF | 99.56% | 99.56% |
14/05/2024 | 1.04% | 96.15 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,567 CHF | 96,567 CHF | 99.25% | 99.25% |
13/05/2024 | 1.05% | 95.85 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,043 CHF | 96,043 CHF | 96.73% | 96.73% |
10/05/2024 | 1.07% | 93.30 % | 94.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,952 CHF | 93,952 CHF | 99.88% | 99.88% |
08/05/2024 | 1.08% | 91.75 % | 92.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,967 CHF | 92,967 CHF | 99.60% | 99.60% |
07/05/2024 | 1.07% | 92.70 % | 93.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,969 CHF | 93,969 CHF | 99.66% | 99.66% |
06/05/2024 | 1.07% | 93.65 % | 94.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,345 CHF | 94,345 CHF | 90.15% | 90.15% |
03/05/2024 | 1.08% | 93.20 % | 94.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,165 CHF | 93,165 CHF | 96.86% | 96.86% |
02/05/2024 | 1.08% | 92.10 % | 93.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,280 CHF | 93,280 CHF | 97.97% | 97.97% |