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 | 0.84% | 98.90 % | 99.65 % | 100,000 | 100,000 | 90,615 | 90,615 | 89,599 CHF | 90,318 CHF | 86.99% | 86.99% |
15/05/2024 | 0.75% | 97.75 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,608 CHF | 98,343 CHF | 97.42% | 97.42% |
14/05/2024 | 0.79% | 97.10 % | 97.80 % | 100,000 | 100,000 | 95,964 | 95,964 | 92,901 CHF | 93,623 CHF | 83.92% | 83.92% |
13/05/2024 | 0.75% | 97.75 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,490 CHF | 98,221 CHF | 75.79% | 75.79% |
10/05/2024 | 0.75% | 97.25 % | 97.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,445 CHF | 98,179 CHF | 92.57% | 92.57% |
08/05/2024 | 0.75% | 96.80 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,809 CHF | 97,536 CHF | 98.31% | 98.31% |
07/05/2024 | 0.75% | 96.75 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,522 CHF | 97,252 CHF | 68.26% | 68.26% |
06/05/2024 | 0.75% | 96.15 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,040 CHF | 96,765 CHF | 99.12% | 99.12% |
03/05/2024 | 0.75% | 95.65 % | 96.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,208 CHF | 95,925 CHF | 92.97% | 92.97% |
02/05/2024 | 0.75% | 94.65 % | 95.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,771 CHF | 96,494 CHF | 84.52% | 84.52% |