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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.75% | 100.20 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,015 CHF | 100,767 CHF | 98.91% | 98.91% |
13/05/2024 | 0.76% | 100.00 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,075 CHF | 100,836 CHF | 79.56% | 79.56% |
10/05/2024 | 0.75% | 100.10 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,134 CHF | 100,889 CHF | 94.89% | 94.89% |
08/05/2024 | 0.76% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,089 CHF | 100,853 CHF | 97.76% | 97.76% |
07/05/2024 | 1.09% | 99.85 % | 100.60 % | 100,000 | 100,000 | 66,453 | 66,453 | 66,295 CHF | 66,964 CHF | 68.01% | 68.01% |
06/05/2024 | 0.75% | 98.85 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,710 CHF | 99,453 CHF | 91.61% | 91.61% |
03/05/2024 | 0.75% | 98.30 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,937 CHF | 98,676 CHF | 94.43% | 94.43% |
02/05/2024 | 0.75% | 97.20 % | 97.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,254 CHF | 97,986 CHF | 91.49% | 91.49% |
30/04/2024 | 0.75% | 97.50 % | 98.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,677 CHF | 98,416 CHF | 98.31% | 98.31% |
29/04/2024 | 0.75% | 97.75 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,667 CHF | 98,402 CHF | 99.90% | 99.90% |